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lognGPD: Estimation of a Lognormal - Generalized Pareto Mixture
Estimation of a lognormal - Generalized Pareto mixture via the Expectation-Maximization algorithm. Computation of bootstrap standard errors is supported and performed via parallel computing. Functions for random number simulation and density evaluation are also available. For more details see Bee and Santi (2025) <doi:10.48550/arXiv.2505.22507>.
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 | 0.1.0 |
| URL | https://github.com/marco-bee/lognGPD |
| Package repository | View on CRAN |
| Installation |
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