dLnormParMix {LNPar}

density of a mixture of a lognormal and a Pareto r.v.

Description

This function computes the density of a mixture of a lognormal and a Pareto r.v.

Usage

dLnormParMix(x, pi, mu, sigma, xmin, alpha)

Arguments

x

non-negative numerical vector: values where the density has to be evaluated.

pi

scalar, 0 < p < 1: mixing weight.

mu

scalar: expected value of the lognormal distribution on the log scale.

sigma

positive scalar: standard deviation of the lognormal distribution on the log scale.

xmin

positive scalar: threshold.

alpha

positive scalar: Pareto shape parameter.

Value

Density of the lognormal-Pareto distribution evaluated at x.

Examples

mixDens <- dLnormParMix(5,.5,0,1,4,1.5)