ll_lnormparmix: Log-likelihood with respect to xmin

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

Log-likelihood with respect to xmin

Description

This function evaluates the log-likelihood function with respect to xmin for a mixture of a lognormal and a Pareto r.v., assuming to know the numerical values of all the other parameters.

Usage

ll_lnormparmix(x, pi, mu, sigma, alpha, y)

Arguments

x	positive scalar: value of xmin where the function is evaluated.
pi	scalar, 0 < pi < 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.
alpha	non-negative scalar: Pareto shape parameter.
y	(nx1) vector: random sample from the mixture.

Value

ll numerical value of the log-likelihood function.

Examples

y <- rLnormParMix(100,.5,0,1,4,1.5)
llMix <- ll_lnormparmix(5,.5,0,1,4,y)

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