FinneyCorr {cwhmisc}R Documentation

Finney's correction to log normally distributed data, r-squared and standard deviation of a linear model.

Description

FinneyCorr: Finney's correction factor K in x = e^{\ln x} * K (see Note), to be used if \ln x is normally distributed with standard deviation s_{\ln x}. FC.lm, R2.lm, s.lm: Finney's correction, R^2 and standard deviation extracted from an object of class "lm".

Usage

  FinneyCorr(s,n)
  FC.lm(lmobj)
  R2.lm(lmobj)
  s.lm(lmobj)

Arguments

s Standard deviation of log data.
n Number of data points.
lmobj An object of class "lm".

Note

K := e^{s_{\ln}^2/2} \, \left\{1-\frac{s_{\ln}^2}{4n}(s_{\ln}^2+2)+\frac{s_{\ln}^4}{96n^2}(3s_{\ln}^4+44s_{\ln}^2+84) \right\}

Author(s)

Christian W. Hoffmann <c-w.hoffmann@sunrise.ch>
http://www.wsl.ch/personal_homepages/hoffmann/index_EN

References

Finney D.J., 1941. On the distribution of a variable whose logarithm is normally distributed. J. R. Stat. Soc., B 7: 155-161

Examples

FinneyCorr(0.346274,24+3)  #  1.059306936

ok <- RNGkind()
RNGkind(kind = "default", normal.kind = "default")
set.seed(2009, kind = "default")
x <- rnorm(1000); y <- 0.1*rnorm(1000)
## Reset:
RNGkind(ok[1])

lmo <- lm(y ~ x)
FC.lm(lmo)  # 1.00472
R2.lm(lmo)  # 6.1926e-05
s.lm(lmo)   # 0.0970954

[Package cwhmisc version 2.0.1 Index]