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:: Random Number Generator - Log-Normal 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) generates a specified number of random series for the Log-Normal distribution. The parameters allow you to specify the length of the dataseries to be generated, the mean of the distribution, and the standard error of the distribution.
The generated random numbers are listed in a table (if possible). In addition a histogram is shown of the estimated mean and standard deviation (over all simulated series)
This R module is an illustration of the central limit theorem.
| Cite this software as: | | Wessa P., (2006), Random Number Generator for the Log-Normal Distribution (v1.0.3) in Free Statistics Software (v1.1.20), Office for Research Development and Education, URL http://www.wessa.net/rwasp_rnglnorm.wasp/ | | | The R code is based on : | | | Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988), The New S Language, Wadsworth & Brooks/Cole. | | | | | | | | | | | | | |
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| Source code of R module | | 1 | library(MASS) | | 2 | par1 <- as.numeric(par1) | | 3 | par2 <- as.numeric(par2) | | 4 | par2 <- round(par2,2) #rounded (we want to be able to display 10 columns) | | 5 | par3 <- as.numeric(par3) | | 6 | par3 <- round(par3,2) #rounded (we want to be able to display 10 columns) | | 7 | par4 <- as.numeric(par4) | | 8 | if (par6 == "0") par6 = "Sturges" else par6 <- as.numeric(par6) | | 9 | par7 <- as.numeric(par7) | | 10 | x <- array(NA,dim=c(par7,par1)) | | 11 | rest.mean <- array(NA,dim=c(par7)) | | 12 | rest.sd <- array(NA,dim=c(par7)) | | 13 | rsd.mean <- array(NA,dim=c(par7)) | | 14 | rsd.sd <- array(NA,dim=c(par7)) | | 15 | for (i in 1:par7) | | 16 | { | | 17 | x[i,] <- rlnorm(par1,par2,par3) | | 18 | x[i,] <- as.ts(x[i,]) #otherwise the fitdistr function does not work properly | | 19 | dum <- fitdistr(x[i,],"log-normal") | | 20 | rest.mean[i] <- dum$estimate[1] | | 21 | rest.sd[i] <- dum$estimate[2] | | 22 | rsd.mean[i] <- dum$sd[1] | | 23 | rsd.sd[i] <- dum$sd[2] | | 24 | } | | 25 | nc <- par7 | | 26 | if (nc > 10) nc = 10 | | 27 | if (par5 == "Y") | | 28 | { | | 29 | load(file="createtable") | | 30 | a<-table.start() | | 31 | a<-table.row.start(a) | | 32 | a<-table.element(a,"Index",1,TRUE) | | 33 | for (j in 1:nc) | | 34 | { | | 35 | a<-table.element(a,paste("X",j),1,TRUE) | | 36 | } | | 37 | a<-table.row.end(a) | | 38 | if (nc < par7) | | 39 | { | | 40 | a<-table.row.start(a) | | 41 | a<-table.element(a,"Note: only the first 10 series are displayed",nc+1,TRUE) | | 42 | a<-table.row.end(a) | | 43 | } | | 44 | for (i in 1:par1) | | 45 | { | | 46 | a<-table.row.start(a) | | 47 | a<-table.element(a,i,header=TRUE) | | 48 | for (j in 1:nc) | | 49 | { | | 50 | a<-table.element(a,round(x[j,i],2)) | | 51 | } | | 52 | a<-table.row.end(a) | | 53 | } | | 54 | a<-table.end(a) | | 55 | table.save(a,file="mytable1.tab") | | 56 | } | | 57 | load(file="createtable") | | 58 | a<-table.start() | | 59 | a<-table.row.start(a) | | 60 | a<-table.element(a,"Parameter",1,TRUE) | | 61 | for (j in 1:nc) | | 62 | { | | 63 | a<-table.element(a,paste("X",j,sep=""),1,TRUE) | | 64 | } | | 65 | a<-table.row.end(a) | | 66 | a<-table.row.start(a) | | 67 | a<-table.element(a," ",1,TRUE) | | 68 | for (j in 1:nc) | | 69 | { | | 70 | a<-table.element(a,"(SD)",1,TRUE) | | 71 | } | | 72 | a<-table.row.end(a) | | 73 | a<-table.row.start(a) | | 74 | a<-table.element(a,"# simulated values",header=TRUE) | | 75 | for (j in 1:nc) | | 76 | { | | 77 | a<-table.element(a,par1) | | 78 | } | | 79 | a<-table.row.end(a) | | 80 | a<-table.row.start(a) | | 81 | a<-table.element(a,"true mean",header=TRUE) | | 82 | for (j in 1:nc) | | 83 | { | | 84 | a<-table.element(a,par2) | | 85 | } | | 86 | a<-table.row.end(a) | | 87 | a<-table.row.start(a) | | 88 | a<-table.element(a,"true standard deviation",header=TRUE) | | 89 | for (j in 1:nc) | | 90 | { | | 91 | a<-table.element(a,par3) | | 92 | } | | 93 | a<-table.row.end(a) | | 94 | a<-table.row.start(a) | | 95 | a<-table.element(a,"mean",header=TRUE) | | 96 | for (j in 1:nc) | | 97 | { | | 98 | a<-table.element(a,round(rest.mean[j],2)) | | 99 | } | | 100 | a<-table.row.end(a) | | 101 | a<-table.row.start(a) | | 102 | a<-table.element(a," ",header=TRUE) | | 103 | for (j in 1:nc) | | 104 | { | | 105 | a<-table.element(a,round(rsd.mean[j],2)) | | 106 | } | | 107 | a<-table.row.end(a) | | 108 | a<-table.row.start(a) | | 109 | a<-table.element(a,"standard deviation",header=TRUE) | | 110 | for (j in 1:nc) | | 111 | { | | 112 | a<-table.element(a,round(rest.sd[j],2)) | | 113 | } | | 114 | a<-table.row.end(a) | | 115 | a<-table.row.start(a) | | 116 | a<-table.element(a," ",header=TRUE) | | 117 | for (j in 1:nc) | | 118 | { | | 119 | a<-table.element(a,round(rsd.sd[j],2)) | | 120 | } | | 121 | a<-table.row.end(a) | | 122 | a<-table.end(a) | | 123 | table.save(a,file="mytable.tab") | | 124 | bitmap(file="test0.png") | | 125 | myhist<-hist(x[1,],col=par4,breaks=par6,main="Histogram of 1st simulated series",ylab="density",xlab="simulated values",freq=F) | | 126 | dev.off() | | 127 | bitmap(file="test1.png") | | 128 | myhist<-hist(rest.mean[],col=par4,breaks=par6,main="Histogram of Estimated Means",ylab="density",xlab="estimated means",freq=F) | | 129 | x <- rest.mean[] | | 130 | dummean <- mean(x) | | 131 | dumsd <- sd(x) | | 132 | curve(1/(dumsd*sqrt(2*pi))*exp(-1/2*((x-dummean)/dumsd)^2),min(x),max(x),add=T) | | 133 | dev.off() | | 134 | bitmap(file="test2.png") | | 135 | myhist<-hist(rest.sd[],col=par4,breaks=par6,main="Histogram of Estimated SDs",ylab="density",xlab="estimated standard deviations",freq=F) | | 136 | x <- rest.sd[] | | 137 | dummean <- mean(x) | | 138 | dumsd <- sd(x) | | 139 | curve(1/(dumsd*sqrt(2*pi))*exp(-1/2*((x-dummean)/dumsd)^2),min(x),max(x),add=T) | | 140 | dev.off() |
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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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