dlognGPD: Density of the lognormal-GPD mixture

In lognGPD: Estimation of a Lognormal - Generalized Pareto Mixture

Density of the lognormal-GPD mixture

Description

This function evaluates the lognormal-GPD mixture density function.

Usage

dlognGPD(x, p, mu, sigma, xi, beta)

Arguments

x	vector (nx1): points where the function is evaluated.
p	real, 0<p<1: prior probability
mu	real: log-mean of the truncated lognormal distribution.
sigma	positive real: log-standard deviation of the truncated lognormal distribution.
xi	real: shape parameter of the generalized Pareto distribution.
beta	positive real: scale parameter of the generalized Pareto distribution.

Value

ydens (n x 1) vector: numerical values of the lognormal - generalized Pareto mixture at x.

Examples

ydens <- dlognGPD(seq(0,20,length.out=500),.9,0,1,0.5,2)

lognGPD documentation built on June 8, 2025, 11:05 a.m.