[R] Double Pareto Log Normal Distribution DPLN

[David R Forrest]

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" <cs_2002 at hotmail.com>
 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: drf at vims.edu
>> To: cs_2002 at hotmail.com
>> CC: r-help at 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_2002 at 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 at 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
>> drf at vims.edu
>> 
>> 
>> 
>> 
>> 
> 		 	   		  
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at 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
drf at vims.edu


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