Re: [R] Double Pareto Log Normal Distribution DPLN
Guys
Any help in this please.
Regards
Bander
> On 14 Nov 2013, at 09:29 pm, "David R Forrest" wrote:
>
> Hi Bander,
>
> I'm pushing this discussion back to the list, because I'm not sure of the
> shape/rate parameters for rpareto and rexp and how they'd be applied across
> this mix of typo'd papers.
>
> # Reed Equation 6 http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf
> exponentiated per end of sec 3:
> rdpln<-function(n,a=1,b=1,t=1,v=0){exp(v+t*rnorm(n,sd=t)+rexp(n,rate=1/a)-rexp(n,rate=1/b))}
>
> # Reed Equation 10:
> library(VGAM)
> rdpln2<-function(n,a,b,v,t){ rlnorm(n,meanlog=v,sdlog=t)*
> rpareto(n,location=1,shape=1/a)/
> rpareto(n,location=1,shape=1/b)}
>
> boxplot(data.frame(x1= log(rdpln(a=2.5,b=.01,t=0.45,v=6.5,n=10)), x2=
> log(rdpln2(a=2.5,b=.01,t=0.45,v=6.5,n=10
>
> # Reed equation 8 http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf
> # with S1 errata #1 from
> http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0048964
>
> ddpln <- function(x, a=1, b=1, v=0, t=1){
> # Density of Double Pareto LogNormal distribution
> # from "b. alzahrani" email of 2013-11-13
> # per formula 8 from http://cs.stanford.edu/people/jure/pubs/dpln-kdd08.pdf
>
> c <- (a * b /(a+b))
>
> norm1<-pnorm((log(x)-v-(a*t^2))/t)
> norm2<-pnorm((log(x)-v+(b*t^2))/t)
> expo1<- a*v+(a^2*t^2/2)
> expo2<- -b*v+(b^2*t^2/2) # edited from the paper's eqn 8 with: s/t/v/
>
> z<- (x^(-a-1)) * exp(expo1)*( norm1)
> y<- (x^( b-1)) * exp(expo2)*(1-norm2) # 1-norm is the complementary CDF of
> N(0,1)
>
> c*(z+y)
> }
>
>
> Dave
>
>
>
> On Nov 14, 2013, at 9:12 AM, David Forrest
> wrote:
>
>>
>> I think exponentiation of eqn 6 from the Reed paper generates DPLN variates
>> directly, so maybe:
>>
>> rdpln=function(n,a=1,b=1,t=1,v=0){exp(v+t*rnorm(n,sd=t)+rexp(n,rate=1/a)-rexp(n,rate=1/b))}
>>
>>
>> Dave
>>
>>
>> On Nov 13, 2013, at 4:34 PM, "b. alzahrani"
>> wrote:
>>
>>> You help is much appreciated. Just one last point if you could help, Now I
>>> want to pass this curve to a function that can generate random numbers
>>> distributed according to DPLN ( right curve).
>>>
>>> I found the package Runuran can do that
>>> http://cran.r-project.org/web/packages/Runuran/Runuran.pdf but I do not
>>> know how to do it I think it would be something similar to page 8 and 9.
>>>
>>> Regards
>>> **
>>> Bander
>>> *
>>>
>>>
>>>
>>> From: d...@vims.edu
>>> To: cs_2...@hotmail.com
>>> Subject: Re: [R] Double Pareto Log Normal Distribution DPLN
>>> Date: Wed, 13 Nov 2013 21:13:43 +
>>>
>>>
>>> I read the parameters in Fig 4, right as "DPLN[2.5,0.1,0.45,6.5]", so:
>>>
>>> x<- 10^seq(0,4,by=.1)
>>> plot(x,ddpln(x,a=2.5,b=.01,v=6.5,t=0.45),log='xy',type='l')
>>>
>>> ... and the attached graph does not look dissimilar the figure--It starts
>>> at 10^-2, goes through 10^-4 at x=100, and elbows down around 900 and
>>> passes through 10^-6 at about 2000.
>>>
>>> The correction of Reed helps -- The uncorrected Reed Eq9 equation suggests
>>> that the the 't' in Sehshadri Eq9 should be a 'v' , but it doesn't exactly
>>> make sense with the extra 'a' in there. If the errata clears that up, then
>>> your expo2 term looks just like the expo1 term, but with a=-b.
>>>
>>>
>>>
>>>
>>>
>>> On Nov 13, 2013, at 3:43 PM, "b. alzahrani" wrote: > Thank you very much
>>> for the help and the change you suggested in my code, I also found a
>>> correction on equation 9 that has been published by Reed ( here
>>> http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf i.e. the original paper on
>>> Double Pareto Log Normal Distribution ). > > can you please see the
>>> correction in this
>>> linkhttp://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0048964
>>> (in Supporting Information section, appendix S1), does your suggested code
>>> coincide with the correction on this link? as I can see > > Actually, I am
>>> interested in the most right curve in figure 4.
Re: [R] Double Pareto Log Normal Distribution DPLN
Thanks Dave for your help on this. Waiting other suggestions from the list on
this.
Regards
Bander
> On 14 Nov 2013, at 09:29 pm, "David R Forrest" wrote:
>
> Hi Bander,
>
> I'm pushing this discussion back to the list, because I'm not sure of the
> shape/rate parameters for rpareto and rexp and how they'd be applied across
> this mix of typo'd papers.
>
> # Reed Equation 6 http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf
> exponentiated per end of sec 3:
> rdpln<-function(n,a=1,b=1,t=1,v=0){exp(v+t*rnorm(n,sd=t)+rexp(n,rate=1/a)-rexp(n,rate=1/b))}
>
> # Reed Equation 10:
> library(VGAM)
> rdpln2<-function(n,a,b,v,t){ rlnorm(n,meanlog=v,sdlog=t)*
> rpareto(n,location=1,shape=1/a)/
> rpareto(n,location=1,shape=1/b)}
>
> boxplot(data.frame(x1= log(rdpln(a=2.5,b=.01,t=0.45,v=6.5,n=10)), x2=
> log(rdpln2(a=2.5,b=.01,t=0.45,v=6.5,n=10
>
> # Reed equation 8 http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf
> # with S1 errata #1 from
> http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0048964
>
> ddpln <- function(x, a=1, b=1, v=0, t=1){
> # Density of Double Pareto LogNormal distribution
> # from "b. alzahrani" email of 2013-11-13
> # per formula 8 from http://cs.stanford.edu/people/jure/pubs/dpln-kdd08.pdf
>
> c <- (a * b /(a+b))
>
> norm1<-pnorm((log(x)-v-(a*t^2))/t)
> norm2<-pnorm((log(x)-v+(b*t^2))/t)
> expo1<- a*v+(a^2*t^2/2)
> expo2<- -b*v+(b^2*t^2/2) # edited from the paper's eqn 8 with: s/t/v/
>
> z<- (x^(-a-1)) * exp(expo1)*( norm1)
> y<- (x^( b-1)) * exp(expo2)*(1-norm2) # 1-norm is the complementary CDF of
> N(0,1)
>
> c*(z+y)
> }
>
>
> Dave
>
>
>
> On Nov 14, 2013, at 9:12 AM, David Forrest
> wrote:
>
>>
>> I think exponentiation of eqn 6 from the Reed paper generates DPLN variates
>> directly, so maybe:
>>
>> rdpln=function(n,a=1,b=1,t=1,v=0){exp(v+t*rnorm(n,sd=t)+rexp(n,rate=1/a)-rexp(n,rate=1/b))}
>>
>>
>> Dave
>>
>>
>> On Nov 13, 2013, at 4:34 PM, "b. alzahrani"
>> wrote:
>>
>>> You help is much appreciated. Just one last point if you could help, Now I
>>> want to pass this curve to a function that can generate random numbers
>>> distributed according to DPLN ( right curve).
>>>
>>> I found the package Runuran can do that
>>> http://cran.r-project.org/web/packages/Runuran/Runuran.pdf but I do not
>>> know how to do it I think it would be something similar to page 8 and 9.
>>>
>>> Regards
>>> **
>>> Bander
>>> *
>>>
>>>
>>>
>>> From: d...@vims.edu
>>> To: cs_2...@hotmail.com
>>> Subject: Re: [R] Double Pareto Log Normal Distribution DPLN
>>> Date: Wed, 13 Nov 2013 21:13:43 +
>>>
>>>
>>> I read the parameters in Fig 4, right as "DPLN[2.5,0.1,0.45,6.5]", so:
>>>
>>> x<- 10^seq(0,4,by=.1)
>>> plot(x,ddpln(x,a=2.5,b=.01,v=6.5,t=0.45),log='xy',type='l')
>>>
>>> ... and the attached graph does not look dissimilar the figure--It starts
>>> at 10^-2, goes through 10^-4 at x=100, and elbows down around 900 and
>>> passes through 10^-6 at about 2000.
>>>
>>> The correction of Reed helps -- The uncorrected Reed Eq9 equation suggests
>>> that the the 't' in Sehshadri Eq9 should be a 'v' , but it doesn't exactly
>>> make sense with the extra 'a' in there. If the errata clears that up, then
>>> your expo2 term looks just like the expo1 term, but with a=-b.
>>>
>>>
>>>
>>>
>>>
>>> On Nov 13, 2013, at 3:43 PM, "b. alzahrani" wrote: > Thank you very much
>>> for the help and the change you suggested in my code, I also found a
>>> correction on equation 9 that has been published by Reed ( here
>>> http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf i.e. the original paper on
>>> Double Pareto Log Normal Distribution ). > > can you please see the
>>> correction in this
>>> linkhttp://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0048964
>>> (in Supporting Information section, appendix S1), does your suggested code
>>> coincide with the correction on this link? as I can see > > Actually, I am
Re: [R] Double Pareto Log Normal Distribution DPLN
Hi Bander,
I'm pushing this discussion back to the list, because I'm not sure of the
shape/rate parameters for rpareto and rexp and how they'd be applied across
this mix of typo'd papers.
# Reed Equation 6 http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf exponentiated
per end of sec 3:
rdpln<-function(n,a=1,b=1,t=1,v=0){exp(v+t*rnorm(n,sd=t)+rexp(n,rate=1/a)-rexp(n,rate=1/b))}
# Reed Equation 10:
library(VGAM)
rdpln2<-function(n,a,b,v,t){ rlnorm(n,meanlog=v,sdlog=t)*
rpareto(n,location=1,shape=1/a)/
rpareto(n,location=1,shape=1/b)}
boxplot(data.frame(x1= log(rdpln(a=2.5,b=.01,t=0.45,v=6.5,n=10)), x2=
log(rdpln2(a=2.5,b=.01,t=0.45,v=6.5,n=10
# Reed equation 8 http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf
# with S1 errata #1 from
http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0048964
ddpln <- function(x, a=1, b=1, v=0, t=1){
# Density of Double Pareto LogNormal distribution
# from "b. alzahrani" email of 2013-11-13
# per formula 8 from http://cs.stanford.edu/people/jure/pubs/dpln-kdd08.pdf
c <- (a * b /(a+b))
norm1<-pnorm((log(x)-v-(a*t^2))/t)
norm2<-pnorm((log(x)-v+(b*t^2))/t)
expo1<- a*v+(a^2*t^2/2)
expo2<- -b*v+(b^2*t^2/2) # edited from the paper's eqn 8 with: s/t/v/
z<- (x^(-a-1)) * exp(expo1)*( norm1)
y<- (x^( b-1)) * exp(expo2)*(1-norm2) # 1-norm is the complementary CDF of
N(0,1)
c*(z+y)
}
Dave
On Nov 14, 2013, at 9:12 AM, David Forrest
wrote:
>
> I think exponentiation of eqn 6 from the Reed paper generates DPLN variates
> directly, so maybe:
>
> rdpln=function(n,a=1,b=1,t=1,v=0){exp(v+t*rnorm(n,sd=t)+rexp(n,rate=1/a)-rexp(n,rate=1/b))}
>
>
> Dave
>
>
> On Nov 13, 2013, at 4:34 PM, "b. alzahrani"
> wrote:
>
>> You help is much appreciated. Just one last point if you could help, Now I
>> want to pass this curve to a function that can generate random numbers
>> distributed according to DPLN ( right curve).
>>
>> I found the package Runuran can do that
>> http://cran.r-project.org/web/packages/Runuran/Runuran.pdf but I do not
>> know how to do it I think it would be something similar to page 8 and 9.
>>
>> Regards
>> ******************
>> Bander
>> *
>>
>>
>>
>> From: d...@vims.edu
>> To: cs_2...@hotmail.com
>> Subject: Re: [R] Double Pareto Log Normal Distribution DPLN
>> Date: Wed, 13 Nov 2013 21:13:43 +
>>
>>
>> I read the parameters in Fig 4, right as "DPLN[2.5,0.1,0.45,6.5]", so:
>>
>> x<- 10^seq(0,4,by=.1)
>> plot(x,ddpln(x,a=2.5,b=.01,v=6.5,t=0.45),log='xy',type='l')
>>
>> ... and the attached graph does not look dissimilar the figure--It starts at
>> 10^-2, goes through 10^-4 at x=100, and elbows down around 900 and passes
>> through 10^-6 at about 2000.
>>
>> The correction of Reed helps -- The uncorrected Reed Eq9 equation suggests
>> that the the 't' in Sehshadri Eq9 should be a 'v' , but it doesn't exactly
>> make sense with the extra 'a' in there. If the errata clears that up, then
>> your expo2 term looks just like the expo1 term, but with a=-b.
>>
>>
>>
>>
>>
>> On Nov 13, 2013, at 3:43 PM, "b. alzahrani" wrote: > Thank you very much for
>> the help and the change you suggested in my code, I also found a correction
>> on equation 9 that has been published by Reed ( here
>> http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf i.e. the original paper on
>> Double Pareto Log Normal Distribution ). > > can you please see the
>> correction in this
>> linkhttp://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0048964
>> (in Supporting Information section, appendix S1), does your suggested code
>> coincide with the correction on this link? as I can see > > Actually, I am
>> interested in the most right curve in figure 4. and if we plot the curve
>> with same order of the paper's parameters you suggests:
>> plot(x,ddpln(x,a=2.8,b=.01,v=6.5,t=0.45),log='xy',type='l') the curve is
>> different from the one in the paper?? > > Thanks > >
>> ** > Bander
>> Alzahrani, > * > > > > > From:
>> d...@vims.edu > > To: cs_2...@hotmail.com > > CC: r-h...@stat.math.ethz.ch >
>> > Subject: Re: [R] Double Pareto Log
Re: [R] Double Pareto Log Normal Distribution DPLN
...Additionally...your set of parameters match none of the curves in figure 4.
I think the ordering of the parameters as listed on the graphs is different
than in the text of the article.
The 'v' parameter controls the location of the 'elbow' and should be near
log(x) in each graph, while the 't' parameter is the sharpness of the elbow.
So eyeballing the elbows:
log(c(80,150,300))= 4.382027 5.010635 5.703782
These appear to match positional parameter #4 in the legends, which you apply
as parameter t in your function.
# editing your function a bit:
ddpln <- function(x, a=2.5, b=0.01, v=log(100), t=v/10){
# Density of Double Pareto LogNormal distribution
# from "b. alzahrani" email of 2013-11-13
# per formula 8 from http://cs.stanford.edu/people/jure/pubs/dpln-kdd08.pdf
c <- (a * b /(a+b))
norm1<-pnorm((log(x)-v-(a*t^2))/t)
norm2<-pnorm((log(x)-v+(b*t^2))/t)
expo1<- a*v+(a^2*t^2/2)
expo2<- -b*v+(b^2*t^2/2) # edited from the paper's eqn 8 with: s/t/v/
z<- (x^(-a-1)) * exp(expo1)*(norm1)
y<- (x^(b-1)) * exp(expo2)*(1-norm2) # 1-norm is the complementary CDF of
N(0,1)
c*(z+y)
}
x<-10^seq(0,5,by=0.1) # 0-10k
plot(x,ddpln(x,a=2.8,b=.01,v=3.8,t=0.35),log='xy',type='l') # Similar to fig 4
left.
plot(x,ddpln(x,a=2.5,b=.01,v=log(2)),log='xy',type='l')
plot(x,ddpln(x,a=2.5,b=.01,v=log(10)),log='xy',type='l')
plot(x,ddpln(x,a=2.5,b=.01,v=log(100)),log='xy',type='l')
plot(x,ddpln(x,a=2.5,b=.01,v=log(1000)),log='xy',type='l')
plot(x,ddpln(x,a=2.5,b=.01,v=log(1)),log='xy',type='l')
Dave
On Nov 13, 2013, at 11:43 AM, "b. alzahrani"
wrote:
>
> 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 +
>>
>>
>> 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"
>> 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.
--
Dr. David Forrest
d...@vims.edu
signature.asc
Description: Message signed with OpenPGP using GPGMail
__
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.
Re: [R] Double Pareto Log Normal Distribution DPLN
Looks like there are typos in equation 8 of
http://cs.stanford.edu/people/jure/pubs/dpln-kdd08.pdf (expo2 doesn't depend
on 'v') or equation 9 of http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf ('a'
is not specified).
Dave
On Nov 13, 2013, at 11:43 AM, "b. alzahrani"
wrote:
>
> 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 +
>>
>>
>> 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"
>> 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.
--
Dr. David Forrest
d...@vims.edu
signature.asc
Description: Message signed with OpenPGP using GPGMail
__
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.
Re: [R] Double Pareto Log Normal Distribution DPLN
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 +
>
>
> 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"
> 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.
Re: [R] Double Pareto Log Normal Distribution
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" 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 signature.asc Description: Message signed with OpenPGP using GPGMail __ 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.
Re: [R] Double Pareto Log Normal Distribution
There's a recipe involving two exponentials and a normal deviate as formula (6) in (1st hit on Google for "dpln distribution"). http://www.math.uvic.ca/faculty/reed/dPlN.3.pdf It should be a no-brainer to code it up in R. -pd On 12 Nov 2013, at 16:47 , b. alzahrani 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. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.com __ 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.
[R] Double Pareto Log Normal Distribution
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.
