Lognormal density functions. More...

#include "statsLib.h"

Functions
dvariable	dlnorm (const prevariable &x, const double &mu, const double &std)
dvariable	dlnorm (const prevariable &x, const prevariable &mu, const double &std)
dvariable	dlnorm (const prevariable &x, const prevariable &mu, const prevariable &std)
dvariable	dlnorm (const dvar_vector &x, const double &mu, const double &std)
dvariable	dlnorm (const dvar_vector &x, const prevariable &mu, const double &std)
dvariable	dlnorm (const dvar_vector &x, const prevariable &mu, const prevariable &std)

Detailed Description

Lognormal density functions.

Author:: Steven Martell

Date:: 2/05/2011

This file contains the negative loglikelihood functions for the lognormal distribution. The function dlnorm is overloaded to accomodate single variables and vectors.

The function is implemented as:
$0.5\ln(2 \pi) + \ln(\sigma)+\ln(x) + 0.5\frac{(\ln(x)-\mu)^2}{\sigma^2}$
where $\mu$ is the logmean and $\sigma$ is the log standard deviation. The function returns an error if either the std<=0 or x<=0

Definition in file dlnorm.cpp.

Function Documentation

dvariable dlnorm	(	const prevariable &	x,
		const double &	mu,
		const double &	std
	)

Author:: Steven James Dean Martell

Date:: 2011-06-21

Parameters:

x	a differentiable variable
mu	is a double precision log mean
std	a double precision log standard deviation

Returns:: returns the negative loglikelihood of the lognormal distribution

See also:

Definition at line 36 of file dlnorm.cpp.

dvariable dlnorm	(	const prevariable &	x,
		const prevariable &	mu,
		const double &	std
	)

Author:: Steven James Dean Martell

Date:: 2011-06-21

Parameters:

x	a differentiable variable
mu	is a variable log mean
std	a double precision log standard deviation

Returns:: returns the negative loglikelihood of the lognormal distribution

See also:

Definition at line 58 of file dlnorm.cpp.

dvariable dlnorm	(	const prevariable &	x,
		const prevariable &	mu,
		const prevariable &	std
	)

Author:: Steven James Dean Martell

Date:: 2011-06-21

Parameters:

x	a differentiable variable
mu	is a variable log mean
std	a variable log standard deviation

Returns:: returns the negative loglikelihood of the lognormal distribution

See also:

Definition at line 80 of file dlnorm.cpp.

dvariable dlnorm	(	const dvar_vector &	x,
		const double &	mu,
		const double &	std
	)

Author:: Steven James Dean Martell

Date:: 2011-06-21

Parameters:

x	a differentiable vector
mu	is a double precision log mean
std	a double precision log standard deviation

Returns:: returns the negative loglikelihood of the lognormal distribution

See also:

Definition at line 102 of file dlnorm.cpp.

dvariable dlnorm	(	const dvar_vector &	x,
		const prevariable &	mu,
		const double &	std
	)

Author:: Steven James Dean Martell

Date:: 2011-06-21

Parameters:

x	a differentiable vector
mu	is a prevariable log mean
std	a double precision log standard deviation

Returns:: returns the negative loglikelihood of the lognormal distribution

See also:

Definition at line 130 of file dlnorm.cpp.

dvariable dlnorm	(	const dvar_vector &	x,
		const prevariable &	mu,
		const prevariable &	std
	)

Author:: Steven James Dean Martell

Date:: 2011-06-21

Parameters:

x	a differentiable vector
mu	is a prevariable log mean
std	a prevariable log standard deviation

Returns:: returns the negative loglikelihood of the lognormal distribution

See also:

Definition at line 158 of file dlnorm.cpp.

Functions

Detailed Description

Function Documentation