CompLognormal: An R Package for Composite Lognormal Distributions

In recent years, composite models based on the lognormal distribution have become popular in actuarial sciences and related areas. In this short note, we present a new R package for computing the probability density function, cumulative density function, and quantile function, and for generating random numbers of any composite model based on the lognormal distribution. The use of the package is illustrated using a real data set.

S. Nadarajah , S. A. A. Bakar
2013-11-18

CRAN packages used

CompLognormal, CRAN, poweRlaw, SMPracticals, MASS, fitdistrplus, distrMod

CRAN Task Views implied by cited packages

Distributions, Survival, Econometrics, Environmetrics, Multivariate, NumericalMathematics, Pharmacokinetics, Psychometrics, Robust, SocialSciences

Reuse

Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

Citation

For attribution, please cite this work as

Nadarajah & Bakar, "CompLognormal: An R Package for Composite Lognormal Distributions", The R Journal, 2013

BibTeX citation

@article{RJ-2013-030,
  author = {Nadarajah, S. and Bakar, S. A. A.},
  title = {CompLognormal: An R Package for Composite Lognormal Distributions},
  journal = {The R Journal},
  year = {2013},
  note = {https://doi.org/10.32614/RJ-2013-030},
  doi = {10.32614/RJ-2013-030},
  volume = {5},
  issue = {2},
  issn = {2073-4859},
  pages = {97-103}
}