Hi I found this paper http://cs.stanford.edu/people/jure/pubs/dpln-kdd08.pdf that models the DPLN distribution as in equation 8. I implemented this in R but cannot get the same curve as in Figure 4. can you please check if my code below is correct: e.g. is the use of pnorm() correct here? ddlpn <- function(x){ a=2.8 b=0.01 v=0.45 t=6.5 j <- (a * b /(a+b)) norm1<-pnorm((log(x)-v-(a*t^2))/t) expo1<- a*v+(a^2*t^2/2) z<-exp(expo1)*(x^(-a-1))*(norm1) norm2<-pnorm((log(x)-v+(b*t^2))/t) expo2<- -b*t+(b^2*t^2/2)
y<- x^(b-1)*exp(expo2)*(1-norm2) # 1-norm is the complementary CDF of N(0,1) j*(z+y) } ****************************************************************** Bander Alzahrani, Teacher Assistant Information Systems Department Faculty of Computing & Information Technology King Abdulaziz University ************************************* > From: d...@vims.edu > To: cs_2...@hotmail.com > CC: r-h...@stat.math.ethz.ch > Subject: Re: [R] Double Pareto Log Normal Distribution > Date: Tue, 12 Nov 2013 16:51:22 +0000 > > > http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf is the original ref and has > the equations. > > library(VGAM) for *pareto() and library(stats) for *lnorm() should get you > most of the way there. > > On Nov 12, 2013, at 10:47 AM, "b. alzahrani" <cs_2...@hotmail.com> > wrote: > > > Hi guys > > I would like to generate random number Double Pareto Log Normal > > Distribution (DPLN). does anyone know how to do this in R or if there is > > any built-in function. > > > > Thanks > > > > ****************************************************************** > > Bander > > ************************************* > > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > -- > Dr. David Forrest > d...@vims.edu > > > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
