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@stdlib/stats

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Standard library statistical functions.

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<!-- @license Apache-2.0 Copyright (c) 2018 The Stdlib Authors. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. --> # Logarithm of Probability Density Function > Evaluate the natural logarithm of the probability density function (PDF) for a [lognormal][lognormal-distribution] distribution. <section class="intro"> The [probability density function][pdf] (PDF) for a [lognormal][lognormal-distribution] random variable is <!-- <equation class="equation" label="eq:pdf" align="center" raw="f(x;\mu,\sigma) = \frac{1}{x\sqrt{2\pi\sigma^2}} e^{-\frac{\left(\ln x-\mu\right)^2}{2\sigma^2}}" alt="Probability density function (PDF) for a lognormal distribution."> --> <div class="equation" align="center" data-raw-text="f(x;\mu,\sigma) = \frac{1}{x\sqrt{2\pi\sigma^2}} e^{-\frac{\left(\ln x-\mu\right)^2}{2\sigma^2}}" data-equation="eq:pdf"> <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@591cf9d5c3a0cd3c1ceec961e5c49d73a68374cb/lib/node_modules/@stdlib/stats/base/dists/lognormal/logpdf/docs/img/equation_pdf.svg" alt="Probability density function (PDF) for a lognormal distribution."> <br> </div> <!-- </equation> --> where `mu` is the location parameter and `sigma > 0` is the scale parameter. According to the definition, the _natural logarithm_ of a random variable from a [lognormal distribution][lognormal-distribution] follows a [normal distribution][normal-distribution]. </section> <!-- /.intro --> <section class="usage"> ## Usage ```javascript var logpdf = require( '@stdlib/stats/base/dists/lognormal/logpdf' ); ``` #### logpdf( x, mu, sigma ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF) for a [lognormal][lognormal-distribution] distribution with parameters `mu` (location parameter) and `sigma` (scale parameter). ```javascript var y = logpdf( 2.0, 0.0, 1.0 ); // returns ~-1.852 y = logpdf( 1.0, 0.0, 1.0 ); // returns ~-0.919 y = logpdf( 1.0, 3.0, 1.0 ); // returns ~-5.419 ``` If provided `NaN` as any argument, the function returns `NaN`. ```javascript var y = logpdf( NaN, 0.0, 1.0 ); // returns NaN y = logpdf( 0.0, NaN, 1.0 ); // returns NaN y = logpdf( 0.0, 0.0, NaN ); // returns NaN ``` If provided `sigma <= 0`, the function returns `NaN`. ```javascript var y = logpdf( 2.0, 0.0, -1.0 ); // returns NaN y = logpdf( 2.0, 0.0, 0.0 ); // returns NaN ``` #### logpdf.factory( mu, sigma ) Returns a function for evaluating the natural logarithm of the [probability density function][pdf] (PDF) of a [lognormal][lognormal-distribution] distribution with parameters `mu` (location parameter) and `sigma` (scale parameter). ```javascript var mylogpdf = logpdf.factory( 4.0, 2.0 ); var y = mylogpdf( 10.0 ); // returns ~-4.275 y = mylogpdf( 2.0 ); // returns ~-3.672 ``` </section> <!-- /.usage --> <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var randu = require( '@stdlib/random/base/randu' ); var logpdf = require( '@stdlib/stats/base/dists/lognormal/logpdf' ); var sigma; var mu; var x; var y; var i; for ( i = 0; i < 10; i++ ) { x = randu() * 10.0; mu = (randu() * 10.0) - 5.0; sigma = randu() * 20.0; y = logpdf( x, mu, sigma ); console.log( 'x: %d, µ: %d, σ: %d, ln(f(x;µ,σ)): %d', x.toFixed( 4 ), mu.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) ); } ``` </section> <!-- /.examples --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [lognormal-distribution]: https://en.wikipedia.org/wiki/Lognormal_distribution [normal-distribution]: https://en.wikipedia.org/wiki/Normal_distribution [pdf]: https://en.wikipedia.org/wiki/Probability_density_function </section> <!-- /.links -->