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In addition to the lognormal-GPD dynamic mixture with Cauchy weight, the package now implements estimation of a lognormal-GPD dynamic mixture with exponential weight.
Functionalities for noisy cross-entropy estimation have been added.
The first release of FitDynMix provides facilities for estimation of a lognormal-GPD dynamic mixture.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.