CompLognormal: An R Package for Composite Lognormal Distributions

Abstract:

In recent years, composite models based on the lognormal distribution have become popular in actuarial sciences and related areas. In this short note, we present a new R package for computing the probability density function, cumulative density function, and quantile function, and for generating random numbers of any composite model based on the lognormal distribution. The use of the package is illustrated using a real data set.

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Authors

Affiliations

S. Nadarajah

 

S. A. A. Bakar

 

Published

Nov. 17, 2013

Received

Apr 12, 2013

DOI

10.32614/RJ-2013-030

Volume

Pages

5/2

97 - 103

CRAN packages used

CompLognormal, CRAN, poweRlaw, SMPracticals, MASS, fitdistrplus, distrMod

CRAN Task Views implied by cited packages

Distributions, Survival, Econometrics, Environmetrics, Multivariate, NumericalMathematics, Pharmacokinetics, Psychometrics, Robust, SocialSciences

Footnotes

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    Citation

    For attribution, please cite this work as

    Nadarajah & Bakar, "The R Journal: CompLognormal: An R Package for Composite Lognormal Distributions", The R Journal, 2013

    BibTeX citation

    @article{RJ-2013-030,
      author = {Nadarajah, S. and Bakar, S. A. A.},
      title = {The R Journal: CompLognormal: An R Package for Composite Lognormal Distributions},
      journal = {The R Journal},
      year = {2013},
      note = {https://doi.org/10.32614/RJ-2013-030},
      doi = {10.32614/RJ-2013-030},
      volume = {5},
      issue = {2},
      issn = {2073-4859},
      pages = {97-103}
    }