rlognPareto: Simulation of the lognormal-Pareto spliced distribution

In lognGPD: Estimation of a Lognormal - Generalized Pareto Mixture

Simulation of the lognormal-Pareto spliced distribution

Description

This function simulates the continuous and differentiable version of the truncated lognormal-Pareto spliced distribution proposed by Scollnik (2007).

Usage

rlognPareto(n, sigma, xmin, alphapar)

Arguments

n	positive integer: number of observations sampled.
sigma	positive real: log-standard deviation of the truncated lognormal distribution.
xmin	positive real: scale parameter of the Pareto distribution.
alphapar	positive real: shape parameterof the Pareto distribution.

Details

See Scollnik (2007) for details.

Value

ysim (nreps x 1) vector: nreps random numbers from the truncated lognormal-Pareto spliced distribution.

References

\insertRef

scoll07lognGPD

Examples

ysim <- rlognPareto(100,1,5,2)

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