rLnormParMix: Random number simulation for a mixture of a lognormal and a...

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

Random number simulation for a mixture of a lognormal and a Pareto r.v.

Description

This function simulates random numbers for a mixture of a lognormal and a Pareto r.v.

Usage

rLnormParMix(n, pi, mu, sigma, xmin, alpha)

Arguments

n	positive integer: number of simulated random numbers.
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.
xmin	positive scalar: threshold.
alpha	non-negative scalar: Pareto shape parameter.

Value

n iid random numbers from the lognormal-Pareto distribution.

Examples

ySim <- rLnormParMix(100,.5,0,1,4,1.5)

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