dlnorm.cpp File Reference

(Last Changed on December 27, 2011 for git-revision 4c2a3ca752e5b9bf7e8b1b805f7a7f29c7d3e05c.)

Lognormal density functions. More...

#include "statsLib.h"

Go to the source code of this file.

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:

  

  where is the logmean and 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.