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_2...@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: 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 +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_2...@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@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
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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.
