[R] Double Pareto Log Normal Distribution DPLN
David R Forrest
drf at vims.edu
Wed Nov 13 18:56:10 CET 2013
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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