R/V_lnorm.R

In gabrielcrepeault/tvarPackage: Calculate Mean, Variance, Truncated Mean, VaR, TVaR, etc for different probability distributions

Defines functions V_lnorm

Documented in V_lnorm

#' Variance d'une loi lognormale
#' @param mu mu
#' @param sig sigma
#' @export
V_lnorm <- function(mu, sig) exp(2*mu + sig^2)