rlnorm takes two 'shaping' parameters: meanlog and sdlog.
meanlog would appear from the documentation to be the log of the mean.
eg if the desired mean is 1 then meanlog=0.
So to generate random values that fit a lognormal distribution I would
do this:
rlnorm(N , meanlog = log(mean) , sdlog = log(sd))
But when I check the mean I don't get it when sdlog>0. Interestingly I
found that the median is close to what I want the mean to be.
> par( mfrow = c(2,2) )
> set.seed( 1 )
> x <- 1:100000
> y <- rlnorm( x , meanlog = log(100) , sdlog = log(2) )
> plot( x , y )
> hist( y , breaks = 100)
> summary( y )
Min. 1st Qu. Median Mean 3rd Qu. Max.
4.292 62.360 100.100 127.100 159.300 1989.000
I noticed on wikipedia lognormal page that the median is exp(mu) and
that the mean is exp(mu + sigma^2/2)
http://en.wikipedia.org/wiki/Log-normal_distribution
So, does this mean that if i want a mean of 100 that the meanlog value
needs to be log(100) - log(sd)^2/2?
It seems to give me the result I am after.
> par( mfrow = c(2,2) )
> set.seed( 1 )
> x <- 1:100000
> y <- rlnorm( x , meanlog = log(100) , sdlog = log(2) )
> plot( x , y )
> hist( y , breaks = 100)
> summary( y )
Min. 1st Qu. Median Mean 3rd Qu. Max.
4.292 62.360 100.100 127.100 159.300 1989.000
> set.seed( 1 )
> y <- rlnorm( x , meanlog = log(100) - log(2)^2/2 , sdlog = log(2) )
> plot( x , y )
> hist( y , breaks = 100)
> summary( y )
Min. 1st Qu. Median Mean 3rd Qu. Max.
3.376 49.040 78.690 99.970 125.300 1564.000
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
