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lognGPD

Estimation of a Lognormal - Generalized Pareto Mixture

v0.1.0 · Jun 2, 2025 · MIT + file LICENSE

Description

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>.

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Dependencies Reverse dependencies evd Rdpack LNPar EnvStats lognGPD

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1 tracked
new 0.1.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jun 2, 2025. Releases before tracking aren’t shown.