Grocer Function
NAME
logn_rnd - lognormal random draws
CALLING SEQUENCE
[r]=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