@stdlib/stats-base-dists-lognormal-logpdf
v0.2.2
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Natural logarithm of the probability density function (PDF) for a lognormal distribution.
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Logarithm of Probability Density Function
Evaluate the natural logarithm of the probability density function (PDF) for a lognormal distribution.
The probability density function (PDF) for a lognormal random variable is
where mu
is the location parameter and sigma > 0
is the scale parameter. According to the definition, the natural logarithm of a random variable from a
lognormal distribution follows a normal distribution.
Installation
npm install @stdlib/stats-base-dists-lognormal-logpdf
Usage
var logpdf = require( '@stdlib/stats-base-dists-lognormal-logpdf' );
logpdf( x, mu, sigma )
Evaluates the natural logarithm of the probability density function (PDF) for a lognormal distribution with parameters mu
(location parameter) and sigma
(scale parameter).
var y = logpdf( 2.0, 0.0, 1.0 );
// returns ~-1.852
y = logpdf( 1.0, 0.0, 1.0 );
// returns ~-0.919
y = logpdf( 1.0, 3.0, 1.0 );
// returns ~-5.419
If provided NaN
as any argument, the function returns NaN
.
var y = logpdf( NaN, 0.0, 1.0 );
// returns NaN
y = logpdf( 0.0, NaN, 1.0 );
// returns NaN
y = logpdf( 0.0, 0.0, NaN );
// returns NaN
If provided sigma <= 0
, the function returns NaN
.
var y = logpdf( 2.0, 0.0, -1.0 );
// returns NaN
y = logpdf( 2.0, 0.0, 0.0 );
// returns NaN
logpdf.factory( mu, sigma )
Returns a function for evaluating the natural logarithm of the probability density function (PDF) of a lognormal distribution with parameters mu
(location parameter) and sigma
(scale parameter).
var mylogpdf = logpdf.factory( 4.0, 2.0 );
var y = mylogpdf( 10.0 );
// returns ~-4.275
y = mylogpdf( 2.0 );
// returns ~-3.672
Examples
var randu = require( '@stdlib/random-base-randu' );
var logpdf = require( '@stdlib/stats-base-dists-lognormal-logpdf' );
var sigma;
var mu;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 10.0;
mu = (randu() * 10.0) - 5.0;
sigma = randu() * 20.0;
y = logpdf( x, mu, sigma );
console.log( 'x: %d, µ: %d, σ: %d, ln(f(x;µ,σ)): %d', x.toFixed( 4 ), mu.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
}
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.