Struct statrs::distribution::LogNormal
source · [−]pub struct LogNormal { /* private fields */ }
Expand description
Implements the Log-normal distribution
Examples
use statrs::distribution::{LogNormal, Continuous};
use statrs::statistics::Distribution;
use statrs::prec;
let n = LogNormal::new(0.0, 1.0).unwrap();
assert_eq!(n.mean().unwrap(), (0.5f64).exp());
assert!(prec::almost_eq(n.pdf(1.0), 0.3989422804014326779399, 1e-16));
Implementations
sourceimpl LogNormal
impl LogNormal
sourcepub fn new(location: f64, scale: f64) -> Result<LogNormal>
pub fn new(location: f64, scale: f64) -> Result<LogNormal>
Constructs a new log-normal distribution with a location of location
and a scale of scale
Errors
Returns an error if location
or scale
are NaN
.
Returns an error if scale <= 0.0
Examples
use statrs::distribution::LogNormal;
let mut result = LogNormal::new(0.0, 1.0);
assert!(result.is_ok());
result = LogNormal::new(0.0, 0.0);
assert!(result.is_err());
Trait Implementations
sourceimpl Continuous<f64, f64> for LogNormal
impl Continuous<f64, f64> for LogNormal
sourceimpl ContinuousCDF<f64, f64> for LogNormal
impl ContinuousCDF<f64, f64> for LogNormal
sourcefn cdf(&self, x: f64) -> f64
fn cdf(&self, x: f64) -> f64
Calculates the cumulative distribution function for the log-normal
distribution
at x
Formula
(1 / 2) + (1 / 2) * erf((ln(x) - μ) / sqrt(2) * σ)
where μ
is the location, σ
is the scale, and erf
is the
error function
sourcefn sf(&self, x: f64) -> f64
fn sf(&self, x: f64) -> f64
Calculates the survival function for the log-normal
distribution at x
Formula
(1 / 2) + (1 / 2) * erf(-(ln(x) - μ) / sqrt(2) * σ)
where μ
is the location, σ
is the scale, and erf
is the
error function
note that this calculates the complement due to flipping the sign of the argument error function with respect to the cdf.
the normal cdf Φ (and internal error function) as the following property:
Φ(-x) + Φ(x) = 1
Φ(-x) = 1 - Φ(x)
sourcefn inverse_cdf(&self, p: T) -> K
fn inverse_cdf(&self, p: T) -> K
Due to issues with rounding and floating-point accuracy the default
implementation may be ill-behaved.
Specialized inverse cdfs should be used whenever possible.
Performs a binary search on the domain of cdf
to obtain an approximation
of F^-1(p) := inf { x | F(x) >= p }
. Needless to say, performance may
may be lacking. Read more
sourceimpl Distribution<f64> for LogNormal
impl Distribution<f64> for LogNormal
sourcefn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64
Generate a random value of T
, using rng
as the source of randomness.
sourcefn sample_iter<R>(self, rng: R) -> DistIter<Self, R, T> where
R: Rng,
fn sample_iter<R>(self, rng: R) -> DistIter<Self, R, T> where
R: Rng,
Create an iterator that generates random values of T
, using rng
as
the source of randomness. Read more
sourceimpl Distribution<f64> for LogNormal
impl Distribution<f64> for LogNormal
sourcefn mean(&self) -> Option<f64>
fn mean(&self) -> Option<f64>
Returns the mean of the log-normal distribution
Formula
e^(μ + σ^2 / 2)
where μ
is the location and σ
is the scale
sourcefn variance(&self) -> Option<f64>
fn variance(&self) -> Option<f64>
Returns the variance of the log-normal distribution
Formula
(e^(σ^2) - 1) * e^(2μ + σ^2)
where μ
is the location and σ
is the scale
sourcefn entropy(&self) -> Option<f64>
fn entropy(&self) -> Option<f64>
Returns the entropy of the log-normal distribution
Formula
ln(σe^(μ + 1 / 2) * sqrt(2π))
where μ
is the location and σ
is the scale
sourceimpl PartialEq<LogNormal> for LogNormal
impl PartialEq<LogNormal> for LogNormal
impl Copy for LogNormal
impl StructuralPartialEq for LogNormal
Auto Trait Implementations
impl RefUnwindSafe for LogNormal
impl Send for LogNormal
impl Sync for LogNormal
impl Unpin for LogNormal
impl UnwindSafe for LogNormal
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
impl<SS, SP> SupersetOf<SS> for SP where
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SP where
SS: SubsetOf<SP>,
fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct self
from the equivalent element of its
superset. Read more
fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if self
is actually part of its subset T
(and can be converted to it).
fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as self.to_subset
but without any property checks. Always succeeds.
fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts self
to the equivalent element of its superset.