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:: Maximum-likelihood Fitting - Lognormal Distribution - Free Statistics Software (Calculator) ::
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The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.
This free online software (calculator) computes the meanlog and meansd parameter of the Lognormal distribution fitted against any data series that is specified. The computation is performed by means of the Maximum-likelihood method. In addition the PPCC Plot (Probability Plot Correlation Coefficient Plot) is shown.
Enter (or paste) your data delimited by hard returns.
| Cite this software as: | | Wessa P., (2006), Maximum-likelihood Lognormal Distribution Fitting (v1.0.0) in Free Statistics Software (v1.1.20), Office for Research Development and Education, URL http://www.wessa.net/rwasp_fitdistrlnorm.wasp/ | | | The R code is based on : | | | Venables, W. N. and Ripley, B. D. (2002), Modern Applied Statistics with S., Fourth edition., Springer. | | | | | | | | | | | | | |
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| Source code of R module | | 1 | library(MASS) | | 2 | PPCC <- function(meanlog, sdlog, x) | | 3 | { | | 4 | x <- sort(x) | | 5 | pp <- ppoints(x) | | 6 | cor(qlnorm(pp, meanlog=meanlog, sdlog=sdlog), x) | | 7 | } | | 8 | par1 <- as.numeric(par1) | | 9 | par2 <- as.numeric(par2) | | 10 | if (par1 < 0.1) par1 <- 0.1 | | 11 | if (par1 > 50) par1 <- 50 | | 12 | if (par2 < 0.1) par2 <- 0.1 | | 13 | if (par2 > 50) par2 <- 50 | | 14 | par1h <- par1*10 | | 15 | par2h <- par2*10 | | 16 | sortx <- sort(x) | | 17 | c <- array(NA,dim=c(par2h)) | | 18 | for (i in par1h:par2h) | | 19 | { | | 20 | c[i] <- cor(qlnorm(ppoints(x), meanlog=0,sdlog=i/10),sortx) | | 21 | } | | 22 | bitmap(file="test1.png") | | 23 | plot((par1h:par2h)/10,c[par1h:par2h],xlab="sdlog",ylab="correlation",main="PPCC Plot - Lognormal") | | 24 | dev.off() | | 25 | (f<-fitdistr(x, "lognormal")) | | 26 | xlab <- paste("Lognormal(meanlog=",round(f$estimate[[1]],2)) | | 27 | xlab <- paste(xlab,", sdlog=") | | 28 | xlab <- paste(xlab,round(f$estimate[[2]],2)) | | 29 | xlab <- paste(xlab,")") | | 30 | bitmap(file="test2.png") | | 31 | qqplot(qlnorm(ppoints(x), meanlog=f$estimate[[1]], sdlog=f$estimate[[2]]), x, main="QQ plot (Lognormal)", xlab=xlab ) | | 32 | grid() | | 33 | dev.off() | | 34 | load(file="createtable") | | 35 | a<-table.start() | | 36 | a<-table.row.start(a) | | 37 | a<-table.element(a,"Parameter",1,TRUE) | | 38 | a<-table.element(a,"Estimated Value",1,TRUE) | | 39 | a<-table.element(a,"Standard Deviation",1,TRUE) | | 40 | a<-table.row.end(a) | | 41 | a<-table.row.start(a) | | 42 | a<-table.element(a,"meanlog",header=TRUE) | | 43 | a<-table.element(a,f$estimate[1]) | | 44 | a<-table.element(a,f$sd[1]) | | 45 | a<-table.row.end(a) | | 46 | a<-table.row.start(a) | | 47 | a<-table.element(a,"sdlog",header=TRUE) | | 48 | a<-table.element(a,f$estimate[2]) | | 49 | a<-table.element(a,f$sd[2]) | | 50 | a<-table.row.end(a) | | 51 | a<-table.end(a) | | 52 | table.save(a,file="mytable.tab") |
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To cite Wessa.net in publications use:
Wessa, P. (2009), Free Statistics Software, Office for Research Development and Education,
version 1.1.20, URL http://www.wessa.net/
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