
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@vims.edu
> To: cs_2002@hotmail.com
> CC: r-help@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@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 
> > *************************************
> > 
> > 
> > 		 	   		  
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> > 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
> drf@vims.edu
> 
> 
> 
> 
> 
 		 	   		  
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