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)