Calculate parameters for log-normally distributed values.
procedure LogNormalFit(const X: TVec; out mu: double; out sigma: double; var PCIMu: TTwoElmReal; var PCISigma: TTwoElmReal; Alpha: double = 0.05); overload;
Parameters |
Description |
X |
Stores data which is assumed to be log-normaly distributed. |
mu |
Return log-normal distribution parameter estimator M u. |
sigma |
Return log-normal distribution parameter estimator Sigma. |
PCIMu |
Mu (1-Alpha)*100 percent confidence interval. |
PCISigma |
Sigma (1-Alpha)*100 percent confidence interval. |
Alpha |
Confidence interval percentage. |
The following example generates 100 random log-normally distributed values and then uses NormalFit routine to extract used Mu and Sigma parameters:
Uses StatRandom, Statistics, MtxExpr; procecure Example; var Data :Vector; mu,sigma: double; MuCI, SigmaCI : TTwoElmReal; begin Data.Size(100); RandomLogNormal(3,0.2,Data); LogNormalFit(Data,mu,sigma,MuCI,SigmaCI); // mu approx 3.0 // sigma approx 0.2 end;
#include "StatRandom.hpp" #include "MtxExpr.hpp" #include "Statistics.hpp" void __fastcall Example(); { sVector Data; Data.Size(100,false); RandomLogNormal(3,0.2,Data); double mu, sigma; TTwoElmReal MuCI; TTwoElmReal SigmaCI; LogNormalFit(Data,mu,sigma,MuCI,SigmaCI,0.05); // mu approx 3.0 // sigma approx 0.2 }
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