Change reset password URL returned by wp_lostpassword_url() via plugin

With a plugin how would you change the URL returned by wp_lostpassword_url()?

The function wp_lostpassword_url() returns the URL where users can reset their password.

Function Reference/wp lostpassword url

Just check the source:

515         /**
516          * Filter the Lost Password URL.
517          *
518          * @since 2.8.0
519          *
520          * @param string $lostpassword_url The lost password page URL.
521          * @param string $redirect         The path to redirect to on login.
522          */
523         return apply_filters( 'lostpassword_url', $lostpassword_url, $redirect );

There is a lostpassword_url filter that should do exactly what you are asking.

function passurl_wpse_208054($lostpassword_url, $redirect ) {
  return 'http://path/to/login/url';
}
add_filter('lostpassword_url', 'passurl_wpse_208054', 10, 2);