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LogNormal

Struct LogNormal 

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pub struct LogNormal { /* private fields */ }
Expand description

A continuous distribution where the logarithm follows a normal distribution.

Useful for modeling positive-valued quantities that are naturally multiplicative or skewed.

Mathematical Properties:

  • Support: (0, +∞)
  • PDF: f(x) = (1/(xσ√(2π))) × exp(-0.5 × ((ln(x)-μ)/σ)²)
  • Mean: exp(μ + σ²/2)
  • Variance: (exp(σ²) - 1) × exp(2μ + σ²)
  • Relationship: If X ~ LogNormal(μ, σ), then ln(X) ~ Normal(μ, σ)

Example:


// Standard log-normal (median = 1)
let standard = sample(addr!("x"), LogNormal::new(0.0, 1.0).unwrap());

// Positive scale parameter
let scale = sample(addr!("scale"), LogNormal::new(0.0, 0.5).unwrap());

// Income distribution
let income = sample(addr!("income"), LogNormal::new(10.0, 0.8).unwrap())
    .map(|x| x.round() as u64); // Convert to dollars

// Multiplicative error model
let true_value = 100.0;
let measured = sample(addr!("error"), LogNormal::new(0.0, 0.1).unwrap())
    .map(move |error| true_value * error);

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impl LogNormal

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pub fn new(mu: f64, sigma: f64) -> FugueResult<Self>

Create a new LogNormal distribution with validated parameters.

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pub fn mu(&self) -> f64

Get the mean of the underlying normal distribution.

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pub fn sigma(&self) -> f64

Get the standard deviation of the underlying normal distribution.

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impl Clone for LogNormal

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fn clone(&self) -> LogNormal

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for LogNormal

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impl Debug for LogNormal

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Distribution<f64> for LogNormal

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fn sample(&self, rng: &mut dyn RngCore) -> f64

Generate a random sample (with its natural type), T, from the distribution, using the provided random number generator, rng. Read more
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fn log_prob(&self, x: &f64) -> LogF64

Compute the log-probability density (continuous) or mass (discrete) of a value, x, from the distribution. Read more
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fn clone_box(&self) -> Box<dyn Distribution<f64>>

Clone the distribution into a boxed trait object, Box<dyn Distribution<T>>. Read more
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impl Validate for LogNormal

Auto Trait Implementations§

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V