pcomplnorm: Composite lognormal cdf

In CompLognormal: Functions for actuarial scientists

Description

Computes the cdf of the composite lognormal distribution

Usage

pcomplnorm(x, spec, sigma = 1, theta = 1, log.p=FALSE, lower.tail=TRUE, ...)

Arguments

x	scale or vector of positive values at which the cdf needs to be computed
sigma	the value of sigma parameter of the lognormal distribution, must be positive
theta	the value of theta parameter, the cutoff point, must be positive
spec	the specific distribution with which the lognormal distribution should be composited with
log.p	if TRUE then log(cdf) are returned
lower.tail	if TRUE then cdf are returned else 1-cdf are retured
...	other parameters

Value

An object of the same length as x, giving the cdf values computed at x

Author(s)

Saralees Nadarajah

References

S. Nadarajah, S. A. A. Bakar, CompLognormal: An R Package for Composite Lognormal Distributions, submitted

Examples

x=runif(10,min=0,max=1)
y=pcomplnorm(x,"exp",rate=1)

CompLognormal documentation built on May 2, 2019, 9:27 a.m.