Name

logn_rnd — lognormal random draws

CALLING SEQUENCE

[rnd]=logn_rnd(mu,sigma,m,n)

PARAMETERS

Input

• mu = the mean (may be a matrix)

• sig = the standard deviation (may be a matrix)

• m,n = the size of r in the case of mu or sig a matrix

Output

• rnd = a matrix of random numbers from the lognormal distribution

DESCRIPTION

Performs random draws from the lognormal distribution (see Evans, Merran, Hastings, Nicholas and Peacock, Brian, """"Statistical Distributions, Second Edition"""", Wiley 1993 p. 102-105.).

EXAMPLE


x = log_rnd(2,10,1000,1)

               

AUTHOR

Eric Dubois 2002