#include <STK_Law_LogNormal.h>

Inheritance diagram for STK::Law::LogNormal:

Public Types
typedef IUnivLaw< Real >	Base

Public Member Functions
	LogNormal (Real const &mu=0., Real const &sigma=1.)
	Constructor.

virtual	~LogNormal ()
	Destructor.

Real const &	mu () const

Real const &	sigma () const

void	setMu (Real const &mu)

void	setSigma (Real const &sigma)

Real	rand () const
	Generate a pseudo log-normalized LogNormal random variate.

virtual Real	pdf (Real const &x) const

virtual Real	lpdf (Real const &x) const

virtual Real	cdf (Real const &t) const
	Compute the cumulative distribution function at t of the standard log-normal distribution.

virtual Real	icdf (Real const &p) const
	Compute the inverse cumulative distribution function at p of the standard log-normal distribution.

Public Member Functions inherited from STK::Law::IUnivLaw< Real >
virtual	~IUnivLaw ()
	Virtual destructor.

virtual Real	lcdf (Real const &t) const
	compute the lower tail log-cumulative distribution function Give the log-probability that a random variate is less or equal to t.

virtual Real	cdfc (Real const &t) const
	calculate the complement of cumulative distribution function, called in statistics the survival function.

virtual Real	lcdfc (Real const &t) const
	calculate the log-complement of cumulative distribution function Give the log-probability that a random variate is greater than t.

Public Member Functions inherited from STK::Law::ILawBase
String const &	name () const

Static Public Member Functions
static Real	rand (Real const &mu, Real const &sigma)
	Generate a pseudo LogNormal random variate.

static Real	pdf (Real const &x, Real const &mu, Real const &sigma)

static Real	lpdf (Real const &x, Real const &mu, Real const &sigma)

static Real	cdf (Real const &t, Real const &mu, Real const &sigma)
	Compute the cumulative distribution function at t of the standard log-normal distribution.

static Real	icdf (Real const &p, Real const &mu, Real const &sigma)
	Compute the inverse cumulative distribution function at p of the standard log-normal distribution.

Protected Attributes
Real	mu_
	The location parameter.

Real	sigma_
	The scale parameter.

Protected Attributes inherited from STK::Law::ILawBase
String	name_
	Name of the Law.

Additional Inherited Members
Protected Member Functions inherited from STK::Law::IUnivLaw< Real >
	IUnivLaw (String const &name)
	Constructor.

	IUnivLaw (IUnivLaw const &law)
	copy Constructor.

Protected Member Functions inherited from STK::Law::ILawBase
	ILawBase (String const &name)
	Constructor.

	~ILawBase ()
	destructor.

Detailed Description

LogNormal distribution law.

In probability theory, a log-normal (or loglog-normal) distribution is a continuous probability distribution of a random variable whose logarithm is log-normally distributed. Thus, if the random variable X is log-normally distributed, then Y = log(X) has a log-normal distribution. Likewise, if Y has a log-normal distribution, then X = exp(Y) has a log-normal distribution. A random variable which is log-normally distributed takes only positive real values.

A variable might be modeled as log-normal if it can be thought of as the multiplicative product of many independent random variables, each of which is positive.

The probability density function of a log-normal distribution is:

$f_X(x;\mu,\sigma) = \frac{1}{ x\sigma \sqrt{2 \pi}}\, e^{-\frac{(\ln x - \mu)^2}{2\sigma^2}},\ \ x>0$

where $\mu \mbox{ and } \sigma$ are the location and the scale parameters.

Definition at line 70 of file STK_Law_LogNormal.h.

Member Typedef Documentation

◆ Base

typedef IUnivLaw<Real> STK::Law::LogNormal::Base

Definition at line 73 of file STK_Law_LogNormal.h.

Constructor & Destructor Documentation

◆ LogNormal()

STK::Law::LogNormal::LogNormal	(	Real const &	mu = `0.`,
		Real const &	sigma = `1.`
	)

inline

Constructor.

Parameters

mu	location of the LogNormal distribution
sigma	scale of the LogNormal distribution

Definition at line 78 of file STK_Law_LogNormal.h.

79 : Base(_T("LogNormal")), mu_(mu), sigma_(sigma) {}

_T

#define _T(x)

Let x unmodified.

Definition STK_Typedefs.h:71

STK::Law::LogNormal::mu

Real const & mu() const

Definition STK_Law_LogNormal.h:84

STK::Law::LogNormal::sigma

Real const & sigma() const

Definition STK_Law_LogNormal.h:86

STK::Law::LogNormal::Base

IUnivLaw< Real > Base

Definition STK_Law_LogNormal.h:73

STK::Law::LogNormal::mu_

Real mu_

The location parameter.

Definition STK_Law_LogNormal.h:170

STK::Law::LogNormal::sigma_

Real sigma_

The scale parameter.

Definition STK_Law_LogNormal.h:172

◆ ~LogNormal()

virtual STK::Law::LogNormal::~LogNormal ( )

inlinevirtual

Destructor.

Definition at line 82 of file STK_Law_LogNormal.h.

82{}

Member Function Documentation

◆ cdf() [1/2]

Real STK::Law::LogNormal::cdf ( Real const & t ) const

virtual

Compute the cumulative distribution function at t of the standard log-normal distribution.

Parameters

t	a real value

Returns: the cumulative distribution function value at t

Implements STK::Law::IUnivLaw< Real >.

Definition at line 77 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ cdf() [2/2]

Real STK::Law::LogNormal::cdf	(	Real const &	t,
		Real const &	mu,
		Real const &	sigma
	)

static

Compute the cumulative distribution function at t of the standard log-normal distribution.

Parameters

t	a real value
mu,sigma	location and scale of the log-normal law

Returns: the cumulative distribution function value at t

Definition at line 129 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ icdf() [1/2]

Real STK::Law::LogNormal::icdf ( Real const & p ) const

virtual

Compute the inverse cumulative distribution function at p of the standard log-normal distribution.

Parameters

p	a probability number.

Returns: the inverse cumulative distribution function value at p.

Implements STK::Law::IUnivLaw< Real >.

Definition at line 87 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ icdf() [2/2]

Real STK::Law::LogNormal::icdf	(	Real const &	p,
		Real const &	mu,
		Real const &	sigma
	)

static

Compute the inverse cumulative distribution function at p of the standard log-normal distribution.

Parameters

p	a probability number.
mu,sigma	location and scale of the log-normal law

Returns: the inverse cumulative distribution function value at p.

Definition at line 140 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ lpdf() [1/2]

Real STK::Law::LogNormal::lpdf ( Real const & x ) const

virtual

Returns: Give the value of the log-pdf at x.

Parameters

x	a real value

Reimplemented from STK::Law::IUnivLaw< Real >.

Definition at line 68 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ lpdf() [2/2]

Real STK::Law::LogNormal::lpdf	(	Real const &	x,
		Real const &	mu,
		Real const &	sigma
	)

static

Returns: Give the value of the log-pdf at x.

Parameters

x	a real value
mu,sigma	location and scale of the log-normal law

Definition at line 119 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ mu()

Real const & STK::Law::LogNormal::mu ( ) const

inline

Returns: mu

Definition at line 84 of file STK_Law_LogNormal.h.

84{ return mu_;}

References mu_.

Referenced by setMu().

◆ pdf() [1/2]

Real STK::Law::LogNormal::pdf ( Real const & x ) const

virtual

Parameters

x	a real value

Returns: the value of the log-normal pdf at x

Implements STK::Law::IUnivLaw< Real >.

Definition at line 61 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ pdf() [2/2]

Real STK::Law::LogNormal::pdf	(	Real const &	x,
		Real const &	mu,
		Real const &	sigma
	)

static

Parameters

x	a real value
mu,sigma	location and scale of the log-normal law

Returns: the value of the log-normal pdf at x

Definition at line 110 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ rand() [1/2]

Real STK::Law::LogNormal::rand ( ) const

virtual

Generate a pseudo log-normalized LogNormal random variate.

Generate a pseudo log-normalized LogNormal random variate with location parameter mu_ and scale sigma_.

Returns: a pseudo log-normal random variate

Implements STK::Law::IUnivLaw< Real >.

Definition at line 54 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ rand() [2/2]

Real STK::Law::LogNormal::rand	(	Real const &	mu,
		Real const &	sigma
	)

static

Generate a pseudo LogNormal random variate.

Generate a pseudo LogNormal random variate with location mu and scale sigma parameters.

Parameters

mu,sigma location and scale of the log-normal law

Returns: a pseudo log-normal random variate, centered in mu and with scale sigma

Definition at line 101 of file STK_Law_LogNormal.cpp.

{
  return 0;
}

◆ setMu()

void STK::Law::LogNormal::setMu ( Real const & mu )

inline

Parameters

mu	the value to set to mu

Definition at line 88 of file STK_Law_LogNormal.h.

88{ mu_ = mu;}

References mu(), and mu_.

◆ setSigma()

void STK::Law::LogNormal::setSigma ( Real const & sigma )

inline

Parameters

sigma the value to set to sigma

Definition at line 90 of file STK_Law_LogNormal.h.

    {
      if (sigma<0) STKDOMAIN_ERROR_1ARG(LogNormal::setSigma,sigma,sigma must be >= 0);
       sigma_ = sigma;
    }

References setSigma(), sigma(), sigma_, and STKDOMAIN_ERROR_1ARG.

Referenced by setSigma().

◆ sigma()

Real const & STK::Law::LogNormal::sigma ( ) const

inline

Returns: sigma

Definition at line 86 of file STK_Law_LogNormal.h.

86{ return sigma_;}

References sigma_.

Referenced by setSigma().

Member Data Documentation

◆ mu_

Real STK::Law::LogNormal::mu_

protected

The location parameter.

Definition at line 170 of file STK_Law_LogNormal.h.

Referenced by mu(), and setMu().

◆ sigma_

Real STK::Law::LogNormal::sigma_

protected

The scale parameter.

Definition at line 172 of file STK_Law_LogNormal.h.

Referenced by setSigma(), and sigma().

The documentation for this class was generated from the following files:

Public Types

Public Member Functions

Static Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

Constructor & Destructor Documentation

◆ LogNormal()

◆ ~LogNormal()

Member Function Documentation

◆ cdf() [1/2]

◆ cdf() [2/2]

◆ icdf() [1/2]

◆ icdf() [2/2]

◆ lpdf() [1/2]

◆ lpdf() [2/2]

◆ mu()

◆ pdf() [1/2]

◆ pdf() [2/2]

◆ rand() [1/2]

◆ rand() [2/2]

◆ setMu()

◆ setSigma()

◆ sigma()

Member Data Documentation

◆ mu_

◆ sigma_