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.

• Publication year

  2013

• Venue

  The R Journal

• Publication date

  2013-10-01

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.32614/RJ-2013-030
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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