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jeroenvandijk/sample_log_normal.clj

Created January 20, 2017 14:20
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Sample log normal
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sample_log_normal.clj
(require '[incanter.core :as incanter])
;; From http://stats.stackexchange.com/questions/95498/how-to-calculate-log-normal-parameters-using-the-mean-and-std-of-the-given-distr#95506
(defn sample-log-normal [n & {:keys [mean sd]}]
(let [sd-log-part (incanter/log (+ 1.0 (/ (* sd sd) (* mean mean))))
mu (- (incanter/log mean) (* 0.5 sd-log-part))
sigma (incanter/sqrt sd-log-part)]
(incanter/exp (incanter.stats/sample-normal n :mean mu :sd sigma))))
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