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FitDynMix: Estimation of Dynamic Mixtures
Estimation of a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods. See Bee, M. (2023) <doi:10.1016/j.csda.2023.107764>.
Getting started
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Package details |
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| Author | Marco Bee [aut, cre] (ORCID: <https://orcid.org/0000-0002-9579-3650>) |
| Maintainer | Marco Bee <marco.bee@unitn.it> |
| License | MIT + file LICENSE |
| Version | 1.0.1 |
| URL | https://github.com/marco-bee/FitDynMix |
| Package repository | View on CRAN |
| Installation |
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