CompLognormal (version 1.0)

nlogl.complnorm: Composite lognormal likelihood

Description

Computes the negative log-likelihood for a random sample from the composite lognormal distribution

Usage

nlogl.complnorm(p, x, spec, ...)

Arguments

x

the observed data

p

a vector of parameters of the composite lognormal distribution (the first and second parameters should be sigma and theta respectively

spec

the specific distribution with which lognormal should be composited with

...

other parameters

Value

• Negative log-likelihood function at the parameter values specified by p for the composite lognormal distribution

References

S. Nadarajah, S. A. A. Bakar, CompLognormal: A new R package, submitted

Examples

x=rexp(100)
nlogl.complnorm(p=c(1,1,1),x,"exp",rate)