LNPar
1.1.3Estimation and Testing for a Lognormal-Pareto Mixture
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 83%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 20%
Downloads
Dependencies
Code & Tests
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People & History
5 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2023-06-30
- Total releases
- 5 / 3 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 0.5 KB / 1 file
- Download size
- 27 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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