Class/Object

breeze.stats.distributions

LogNormal

Related Docs: object LogNormal | package distributions

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case class LogNormal(mu: Double, sigma: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with HasCdf with HasInverseCdf with Product with Serializable

A log normal distribution is distributed such that log X ~ Normal(\mu, \sigma)

TODO: it should be possible to specify distributions like this by using an breeze.util.Isomorphism instances.

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Inherited
  1. LogNormal
  2. Product
  3. Equals
  4. HasInverseCdf
  5. HasCdf
  6. Moments
  7. ContinuousDistr
  8. Rand
  9. Serializable
  10. Serializable
  11. Density
  12. AnyRef
  13. Any
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Instance Constructors

  1. new LogNormal(mu: Double, sigma: Double)(implicit rand: RandBasis = Rand)

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Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  4. def apply(x: Double): Double

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    Returns the unnormalized value of the measure

    Returns the unnormalized value of the measure

    Definition Classes
    ContinuousDistrDensity
  5. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  6. def cdf(x: Double): Double

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    Computes the cumulative density function of the value x.

    Computes the cumulative density function of the value x.

    Definition Classes
    LogNormalHasCdf
  7. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  8. def condition(p: (Double) ⇒ Boolean): Rand[Double]

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    Definition Classes
    Rand
  9. def draw(): Double

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    Gets one sample from the distribution.

    Gets one sample from the distribution. Equivalent to sample()

    Definition Classes
    LogNormalRand
  10. def drawOpt(): Option[Double]

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    Overridden by filter/map/flatmap for monadic invocations.

    Overridden by filter/map/flatmap for monadic invocations. Basically, rejeciton samplers will return None here

    Definition Classes
    Rand
  11. def entropy: Double

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    Definition Classes
    LogNormalMoments
  12. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  13. def filter(p: (Double) ⇒ Boolean): Rand[Double]

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    Definition Classes
    Rand
  14. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. def flatMap[E](f: (Double) ⇒ Rand[E]): Rand[E]

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    Converts a random sampler of one type to a random sampler of another type.

    Converts a random sampler of one type to a random sampler of another type. Examples: randInt(10).flatMap(x => randInt(3 * x.asInstanceOf[Int]) gives a Rand[Int] in the range [0,30] Equivalently, for(x <- randInt(10); y <- randInt(30 *x)) yield y

    f

    the transform to apply to the sampled value.

    Definition Classes
    Rand
  16. def foreach(f: (Double) ⇒ Unit): Unit

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    Samples one element and qpplies the provided function to it.

    Samples one element and qpplies the provided function to it. Despite the name, the function is applied once. Sample usage:

     for(x <- Rand.uniform) { println(x) } 
    

    f

    the function to be applied

    Definition Classes
    Rand
  17. def get(): Double

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    Definition Classes
    Rand
  18. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  19. def inverseCdf(p: Double): Double

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    Computes the inverse cdf of the p-value for this gaussian.

    Computes the inverse cdf of the p-value for this gaussian.

    returns

    x s.t. cdf(x) = numYes

    Definition Classes
    LogNormalHasInverseCdf
  20. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  21. def logApply(x: Double): Double

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    Returns the log unnormalized value of the measure

    Returns the log unnormalized value of the measure

    Definition Classes
    ContinuousDistrDensity
  22. lazy val logNormalizer: Double

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    Definition Classes
    LogNormalContinuousDistr
  23. def logPdf(x: Double): Double

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    Definition Classes
    ContinuousDistr
  24. def map[E](f: (Double) ⇒ E): Rand[E]

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    Converts a random sampler of one type to a random sampler of another type.

    Converts a random sampler of one type to a random sampler of another type. Examples: uniform.map(_*2) gives a Rand[Double] in the range [0,2] Equivalently, for(x <- uniform) yield 2*x

    f

    the transform to apply to the sampled value.

    Definition Classes
    Rand
  25. def mean: Double

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    Definition Classes
    LogNormalMoments
  26. def mode: Double

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    Definition Classes
    LogNormalMoments
  27. val mu: Double

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  28. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  29. lazy val normalizer: Double

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    Definition Classes
    ContinuousDistr
  30. final def notify(): Unit

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    Definition Classes
    AnyRef
  31. final def notifyAll(): Unit

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    Definition Classes
    AnyRef
  32. def pdf(x: Double): Double

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    Returns the probability density function at that point.

    Returns the probability density function at that point.

    Definition Classes
    ContinuousDistr
  33. def probability(x: Double, y: Double): Double

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    Definition Classes
    LogNormalHasCdf
  34. def sample(n: Int): IndexedSeq[Double]

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    Gets n samples from the distribution.

    Gets n samples from the distribution.

    Definition Classes
    Rand
  35. def sample(): Double

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    Gets one sample from the distribution.

    Gets one sample from the distribution. Equivalent to get()

    Definition Classes
    Rand
  36. def samples: Iterator[Double]

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    An infinitely long iterator that samples repeatedly from the Rand

    An infinitely long iterator that samples repeatedly from the Rand

    returns

    an iterator that repeatedly samples

    Definition Classes
    Rand
  37. def samplesVector[U >: Double](size: Int)(implicit m: ClassTag[U]): DenseVector[U]

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    Return a vector of samples.

    Return a vector of samples.

    Definition Classes
    Rand
  38. val sigma: Double

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  39. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  40. def toString(): String

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    Definition Classes
    LogNormal → AnyRef → Any
  41. def unnormalizedLogPdf(x: Double): Double

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    Definition Classes
    LogNormalContinuousDistr
  42. def unnormalizedPdf(x: Double): Double

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    Returns the probability density function up to a constant at that point.

    Returns the probability density function up to a constant at that point.

    Definition Classes
    ContinuousDistr
  43. def variance: Double

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    Definition Classes
    LogNormalMoments
  44. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  45. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  46. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  47. def withFilter(p: (Double) ⇒ Boolean): Rand[Double]

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    Definition Classes
    Rand

Inherited from Product

Inherited from Equals

Inherited from HasInverseCdf

Inherited from HasCdf

Inherited from Moments[Double, Double]

Inherited from ContinuousDistr[Double]

Inherited from Rand[Double]

Inherited from Serializable

Inherited from Serializable

Inherited from Density[Double]

Inherited from AnyRef

Inherited from Any

Ungrouped