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LNPar: Estimation and Testing for a Lognormal-Pareto Mixture

Estimates a lognormal-Pareto mixture 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>.

Version: 0.1.0
Depends: R (≥ 4.0.0)
Imports: Rdpack, parallel, stats
Published: 2023-06-30
DOI: 10.32614/CRAN.package.LNPar
Author: Marco Bee ORCID iD [aut, cre]
Maintainer: Marco Bee <marco.bee at unitn.it>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: LNPar results

Documentation:

Reference manual: LNPar.pdf

Downloads:

Package source: LNPar_0.1.0.tar.gz
Windows binaries: r-devel: LNPar_0.1.0.zip, r-release: LNPar_0.1.0.zip, r-oldrel: LNPar_0.1.0.zip
macOS binaries: r-release (arm64): LNPar_0.1.0.tgz, r-oldrel (arm64): LNPar_0.1.0.tgz, r-release (x86_64): LNPar_0.1.0.tgz, r-oldrel (x86_64): LNPar_0.1.0.tgz

Linking:

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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.