Utilities for the logitnormal distribution in R
Density, distribution, quantile and random generation function.
Estimation of the mode and the first two moments.
Estimation of distribution parameters from observations.
Thomas Wutzler
The package provides the main distribution functions:
density dlogitnorm,
distribution plogitnorm,
quantile qlogitnorm, and
random generation function rlogitnorm.
Transformation functions
(0,1) -> (-Inf,Inf): logit
(-Inf,Inf) -> (0,1): invlogit
Moments and mode
Expected value and variance: momentsLogitnorm
Mode: modeLogitnorm
Estimating parameters
from mode and upper quantile: twCoefLogitnormMLE
from mode and constraint to be unimodal and maximally flat: twCoefLogitnormMLEFlat
from median and upper quantile: twCoefLogitnorm
from expected value, i.e. mean and upper quantile: twCoefLogitnormE
from a confidence interval which is symmetric at normal scale: twCoefLogitnormCi
from prescribed quantiles: twCoefLogitnormN
Have a look at the package vignettes.
Frederic, P. & Lad, F. (2008) Two Moments of the Logitnormal Distribution. Communications in Statistics-Simulation and Computation, 37, 1263-1269