dlognGPD {lognGPD} | R Documentation |
Density of the lognormal-GPD mixture
Description
This function evaluates the lognormal-GPD mixture density function.
Usage
dlognGPD(x, p, mu, sigma, xi, beta)
Arguments
x |
vector (nx1): points where the function is evaluated. |
p |
real, 0<p<1: prior probability |
mu |
real: log-mean of the truncated lognormal distribution. |
sigma |
positive real: log-standard deviation of the truncated lognormal distribution. |
xi |
real: shape parameter of the generalized Pareto distribution. |
beta |
positive real: scale parameter of the generalized Pareto distribution. |
Value
ydens (n x 1) vector: numerical values of the lognormal - generalized Pareto mixture at x.
Examples
ydens <- dlognGPD(seq(0,20,length.out=500),.9,0,1,0.5,2)
[Package lognGPD version 0.1.0 Index]