R: The multivariate lognormal distribution

rlnorm {compositions} | R Documentation

## The multivariate lognormal distribution

### Description

Generates random amounts with a multivariate lognormal distribution, or gives the density of that distribution at a given point.

### Usage

    rlnorm.rplus(n,meanlog,varlog)
    dlnorm.rplus(x,meanlog,varlog)

### Arguments

`n` | number of datasets to be simulated
`meanlog` | the mean-vector of the logs
`varlog` | the variance/covariance matrix of the logs
`x` | vectors in the sample space

### Value

`rlnorm.rplus` gives a generated random dataset of class `"rplus"` following a lognormal distribution with logs having mean `meanlog` and variance `varlog`.
`dlnorm.rplus` gives the density of the distribution with respect to the Lesbesgue measure on R+ as a subset of R.

### Note

The main difference between `rlnorm.rplus` and `rnorm.aplus` is that rlnorm.rplus needs a logged mean. The additional difference for the calculation of the density by `dlnorm.rplus` and `dnorm.aplus` is the reference measure (a log-Lebesgue one in the second case).

### Author(s)

K.Gerald v.d. Boogaart http://www.stat.boogaart.de, Raimon Tolosana-Delgado

### References

Aitchison, J. (1986) The Statistical Analysis of Compositional Data Monographs on Statistics and Applied Probability. Chapman & Hall Ltd., London (UK). 416p.

### See Also

`rnorm.acomp`

### Examples

    MyVar <- matrix(c(
    0.2,0.1,0.0,
    0.1,0.2,0.0,
    0.0,0.0,0.2),byrow=TRUE,nrow=3)
    MyMean <- c(1,1,2)

    plot(rlnorm.rplus(100,log(MyMean),MyVar))
    plot(rnorm.aplus(100,MyMean,MyVar))
    x <- rnorm.aplus(5,MyMean,MyVar)
    dnorm.aplus(x,MyMean,MyVar)
    dlnorm.rplus(x,log(MyMean),MyVar)

[Package compositions version 2.0-4 Index]