R语言对数正态分布

对数正态分布（logarithmic normal distribution）是指一个随机变量的对数服从正态分布，则该随机变量服从对数正态分布。对数正态分布从短期来看，与正态分布非常接近。但长期来看，对数正态分布向上分布的数值更多一些。

 

The Log Normal Distribution

Description

Density, distribution function, quantile function and random generation for the log normal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog.

Usage

dlnorm(x, meanlog = 0, sdlog = 1, log = FALSE)
plnorm(q, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
qlnorm(p, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
rlnorm(n, meanlog = 0, sdlog = 1)

Arguments

x, q	vector of quantiles.
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required.
meanlog, sdlog	mean and standard deviation of the distribution on the log scale with default values of 0 and 1 respectively.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

####对数正态分布
# 1.对数正态分布中抽样函数rlnorm
num <- 100
rlnorm(num, meanlog = 0, sdlog = 1)

# 2.对数正态分布概率密度函数
x <- seq(-10,10,0.01)
y <- dlnorm(x, meanlog = 0, sdlog = 1)
plot(x,y)

# 3.对数正态分布累积概率
# P[X ≤ x]
plnorm(2,meanlog = 0, sdlog = 1 )
# P[X > x]
plnorm(2,meanlog = 0, sdlog = 1,lower.tail = FALSE)

# probabilities p are given as log(p).
plnorm(2,meanlog = 0, sdlog = 1,log.p = TRUE)

# 4.qlnorm函数(plnorm的反函数)
# 累积概率为0.95时的x值
# x <- seq(-10,10,0.1)
# plot(x,plnorm(x, meanlog = 0, sdlog = 1))
qlnorm(0.95,meanlog = 0, sdlog = 1)
qlnorm(0.995,meanlog = 0, sdlog = 1)