Package Biskit :: Package Statistics :: Module lognormal
[hide private]
[frames] | no frames]

Module lognormal

source code

lognormal distribution

Classes [hide private]
  Test
Test class

Functions [hide private]
  rand_log_normal(alpha, beta, shape)
  ln(r, alpha, beta)
float erf(x)
Approximation to the erf-function with fractional error everywhere less than 1.2e-7
float logArea(x, alpha, beta)
Area of the smallest interval of a lognormal distribution that still includes x.
float logMean(alpha, beta)
Returns mean of the original lognormal distribution
float logSigma(alpha, beta)
Returns 'standard deviation' of the original lognormal distribution
float logMedian(alpha, beta=None)
Returns median of the original lognormal distribution
(float, float) logConfidence(x, R, clip=0)
Estimate the probability of x NOT beeing a random observation from a lognormal distribution that is described by a set of random values.

Variables [hide private]
  test = Test()

Function Details [hide private]

rand_log_normal(alpha, beta, shape)

source code 

ln(r, alpha, beta)

source code 

erf(x)

source code 

Approximation to the erf-function with fractional error everywhere less than 1.2e-7
Parameters:
  • x (float) - value
Returns: float
value

logArea(x, alpha, beta)

source code 

Area of the smallest interval of a lognormal distribution that still includes x.
Parameters:
  • x (float) - border value
  • alpha (float) - mean of log-transformed distribution
  • beta (float) - standarddev of log-transformed distribution
Returns: float
probability that x is NOT drawn from the given distribution

logMean(alpha, beta)

source code 
Parameters:
  • alpha (float) - mean of log-transformed distribution
  • beta (float) - standarddev of log-transformed distribution
Returns: float
mean of the original lognormal distribution

logSigma(alpha, beta)

source code 
Parameters:
  • alpha (float) - mean of log-transformed distribution
  • beta (float) - standarddev of log-transformed distribution
Returns: float
'standard deviation' of the original lognormal distribution

logMedian(alpha, beta=None)

source code 
Parameters:
  • alpha (float) - mean of log-transformed distribution
  • beta (float) - not needed
Returns: float
median of the original lognormal distribution

logConfidence(x, R, clip=0)

source code 

Estimate the probability of x NOT beeing a random observation from a lognormal distribution that is described by a set of random values.
Parameters:
  • x (float) - observed value
  • R ([float]) - sample of random values
  • clip (float) - clip zeros at this value 0->don't clip (default: 0)
Returns: (float, float)
confidence that x is not random, median of random distr.

Variables Details [hide private]

test

Value:
Test()