dLnormParMix: density of a mixture of a lognormal and a Pareto r.v.

In LNPar: Estimation and Testing for a Lognormal-Pareto Mixture

density of a mixture of a lognormal and a Pareto r.v.

Description

This function computes the density of a mixture of a lognormal and a Pareto r.v.

Usage

dLnormParMix(x, pi, mu, sigma, xmin, alpha)

Arguments

x	non-negative numerical vector: values where the density has to be evaluated.
pi	scalar, 0 < p < 1: mixing weight.
mu	scalar: expected value of the lognormal distribution on the log scale.
sigma	positive scalar: standard deviation of the lognormal distribution on the log scale.
xmin	positive scalar: threshold.
alpha	positive scalar: Pareto shape parameter.

Value

Density of the lognormal-Pareto distribution evaluated at x.

Examples

mixDens <- dLnormParMix(5,.5,0,1,4,1.5)

LNPar documentation built on April 4, 2025, 5:07 a.m.