CompLognormal: An R Package for Composite Lognormal Distributions

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.

S. Nadarajah , S. A. A. Bakar

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


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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

  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 = {},
  doi = {10.32614/RJ-2013-030},
  volume = {5},
  issue = {2},
  issn = {2073-4859},
  pages = {97-103}