rlognPareto {lognGPD} | R Documentation |
Simulation of the lognormal-Pareto spliced distribution
Description
This function simulates the continuous and differentiable version of the truncated lognormal-Pareto spliced distribution proposed by Scollnik (2007).
Usage
rlognPareto(n, sigma, xmin, alphapar)
Arguments
n |
positive integer: number of observations sampled. |
sigma |
positive real: log-standard deviation of the truncated lognormal distribution. |
xmin |
positive real: scale parameter of the Pareto distribution. |
alphapar |
positive real: shape parameterof the Pareto distribution. |
Details
See Scollnik (2007) for details.
Value
ysim (nreps x 1) vector: nreps random numbers from the truncated lognormal-Pareto spliced distribution.
References
Scollnik DPM (2007). “On composite lognormal-Pareto models.” Scandinavian Actuarial Journal, 1, 20-33.
Examples
ysim <- rlognPareto(100,1,5,2)
[Package lognGPD version 0.1.0 Index]