lognGPD (version 0.1.0)

dlognGPD: Density of the lognormal-GPD mixture

Description

This function evaluates the lognormal-GPD mixture density function.

Usage

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

Value

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

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.

Examples

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