Struct LogNormal 

pub struct LogNormal {
    pub mu: f64,
    pub sigma: f64,
}

Log-Normal distribution LogNormal(μ, σ).

Examples

use rs_stats::distributions::lognormal::LogNormal;
use rs_stats::distributions::traits::Distribution;

let ln = LogNormal::new(0.0, 1.0).unwrap();
// Mean of LogNormal(0, 1) = exp(0.5)
assert!((ln.mean() - 0.5_f64.exp()).abs() < 1e-10);

Fields

mu: f64

Location (mean of ln X) μ

sigma: f64

Scale (std-dev of ln X) σ > 0

Implementations

impl LogNormal

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

Creates a LogNormal(μ, σ) distribution.

pub fn fit(data: &[f64]) -> StatsResult<Self>

Exact MLE: μ̂ = mean(ln data), σ̂ = population std-dev of ln data.

Requires all data > 0.

Trait Implementations

impl Clone for LogNormal

fn clone(&self) -> LogNormal

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LogNormal

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

Formats the value using the given formatter.

impl Distribution for LogNormal

fn name(&self) -> &str

Human-readable distribution name, e.g. "Normal".

fn num_params(&self) -> usize

Number of free parameters (used when computing AIC / BIC).

fn pdf(&self, x: f64) -> StatsResult<f64>

Probability density function f(x).

fn logpdf(&self, x: f64) -> StatsResult<f64>

Natural logarithm of the PDF: ln f(x).

fn cdf(&self, x: f64) -> StatsResult<f64>

Cumulative distribution function F(x) = P(X ≤ x).

fn inverse_cdf(&self, p: f64) -> StatsResult<f64>

Quantile (inverse CDF): find x such that F(x) = p.

fn mean(&self) -> f64

Mean (expected value) μ.

fn variance(&self) -> f64

Variance σ².

fn std_dev(&self) -> f64

Standard deviation σ = √(variance).

fn log_likelihood(&self, data: &[f64]) -> StatsResult<f64>

Sum of log-likelihoods: Σ ln f(xᵢ).

fn aic(&self, data: &[f64]) -> StatsResult<f64>

Akaike Information Criterion: AIC = 2k − 2·ln(L̂).

fn bic(&self, data: &[f64]) -> StatsResult<f64>

Bayesian Information Criterion: BIC = k·ln(n) − 2·ln(L̂).

impl Copy for LogNormal