pub struct LogNormal<F>{ /* private fields */ }
Expand description
The log-normal distribution ln N(μ, σ²)
.
This is the distribution of the random variable X = exp(Y)
where Y
is
normally distributed with mean μ
and variance σ²
. In other words, if
X
is log-normal distributed, then ln(X)
is N(μ, σ²)
distributed.
§Plot
The following diagram shows the log-normal distribution with various values
of μ
and σ
.
§Example
use rand_distr::{LogNormal, Distribution};
// mean 2, standard deviation 3
let log_normal = LogNormal::new(2.0, 3.0).unwrap();
let v = log_normal.sample(&mut rand::rng());
println!("{} is from an ln N(2, 9) distribution", v)
Implementations§
source§impl<F> LogNormal<F>
impl<F> LogNormal<F>
sourcepub fn new(mu: F, sigma: F) -> Result<LogNormal<F>, Error>
pub fn new(mu: F, sigma: F) -> Result<LogNormal<F>, Error>
Construct, from (log-space) mean and standard deviation
Parameters are the “standard” log-space measures (these are the mean and standard deviation of the logarithm of samples):
mu
(μ
, unrestricted) is the mean of the underlying distributionsigma
(σ
, must be finite) is the standard deviation of the underlying Normal distribution
sourcepub fn from_mean_cv(mean: F, cv: F) -> Result<LogNormal<F>, Error>
pub fn from_mean_cv(mean: F, cv: F) -> Result<LogNormal<F>, Error>
Construct, from (linear-space) mean and coefficient of variation
Parameters are linear-space measures:
- mean (
μ > 0
) is the (real) mean of the distribution - coefficient of variation (
cv = σ / μ
, requiringcv ≥ 0
) is a standardized measure of dispersion
As a special exception, μ = 0, cv = 0
is allowed (samples are -inf
).
sourcepub fn from_zscore(&self, zscore: F) -> F
pub fn from_zscore(&self, zscore: F) -> F
Sample from a z-score
This may be useful for generating correlated samples x1
and x2
from two different distributions, as follows.
let mut rng = rand::rng();
let z = StandardNormal.sample(&mut rng);
let x1 = LogNormal::from_mean_cv(3.0, 1.0).unwrap().from_zscore(z);
let x2 = LogNormal::from_mean_cv(2.0, 4.0).unwrap().from_zscore(z);
Trait Implementations§
source§impl<'de, F> Deserialize<'de> for LogNormal<F>
impl<'de, F> Deserialize<'de> for LogNormal<F>
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
source§impl<F> Distribution<F> for LogNormal<F>
impl<F> Distribution<F> for LogNormal<F>
impl<F> Copy for LogNormal<F>
impl<F> StructuralPartialEq for LogNormal<F>
Auto Trait Implementations§
impl<F> Freeze for LogNormal<F>where
F: Freeze,
impl<F> RefUnwindSafe for LogNormal<F>where
F: RefUnwindSafe,
impl<F> Send for LogNormal<F>where
F: Send,
impl<F> Sync for LogNormal<F>where
F: Sync,
impl<F> Unpin for LogNormal<F>where
F: Unpin,
impl<F> UnwindSafe for LogNormal<F>where
F: UnwindSafe,
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
source§unsafe fn clone_to_uninit(&self, dst: *mut T)
unsafe fn clone_to_uninit(&self, dst: *mut T)
clone_to_uninit
)