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LNPar: Estimation and Testing for a Lognormal-Pareto Mixture
Estimates a lognormal-Pareto mixture by means of the Expectation-Conditional-Maximization-Either algorithm and by maximizing the profile likelihood function. A likelihood ratio test for discriminating between lognormal and Pareto tail is also implemented. See Bee, M. (2022) <doi:10.1007/s11634-022-00497-4>.
Getting started
Browse package contents
Package details |
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| Author | Marco Bee [aut, cre] (<https://orcid.org/0000-0002-9579-3650>) |
| Maintainer | Marco Bee <marco.bee@unitn.it> |
| License | MIT + file LICENSE |
| Version | 1.1.1 |
| Package repository | View on CRAN |
| Installation |
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