partialExpectationlnorm: Compute E[X I(X <= x)] when X follows a log-normal...

Description Usage Arguments Examples

View source: R/LogNormal.R

Description

Compute E[X I(X <= x)] when X follows a log-normal distribution

Usage

1
partialExpectationlnorm(x, meanlog = 0, sdlog = 1, lower = TRUE)

Arguments

x

A positive vector

meanlog

mean and standard deviation of the distribution on the log scale with default values of 0 and 1 respectively.

sdlog

mean and standard deviation of the distribution on the log scale with default values of 0 and 1 respectively.

lower

Logical value determining whether the lower or the upper partial expectation should be computed, the function should return E[X I(X <= x)] or E[X I(X > x)]. Default is TRUE for lower expectation.

Examples

1
partialExpectationlnorm(1, 0,1, lower = TRUE)

cmottet/DistributionPty documentation built on May 13, 2019, 8:44 p.m.