rndLogNorm¶
Purpose¶
Computes lognormal pseudo-random numbers with the choice of underlying random number generator.
Format¶
-
x =
rndLogNorm
(r, c, mu, sigma)¶ -
{ x, newstate } =
rndLogNorm
(r, c, mu, sigma, state) Parameters: - r (scalar) – number of rows of resulting matrix.
- c (scalar) – number of columns of resulting matrix.
- mu (matrix or vector or scalar) – mean, scalar or ExE conformable matrix with r and c.
- sigma (matrix or vector or scalar) – standard deviation, scalar or ExE conformable matrix with r and c.
- state (scalar or opaque vector) –
Optional argument.
scalar case
state = starting seed value only. If -1, GAUSS computes the starting seed based on the system clock.opaque vector case
state = the state vector returned from a previous call to one of the
rnd
random number functions.
Returns: - x (RxC matrix) – lognormal distributed random numbers.
- newstate (Opaque vector) – the updated state.
Remarks¶
The properties of the pseudo-random numbers in x are:
\[ \begin{align}\begin{aligned}\begin{split}E(x) = exp(\mu - 0.5*\sigma^2)\\\end{split}\\Var(x) = (exp(\sigma^2) - 1) * exp(2*\mu + \sigma^2)\end{aligned}\end{align} \]
r and c will be truncated to integers if necessary.
See also
Functions rndCreateState()
, rndStateSkip()