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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 |
Maintainer: | Marco Bee <marco.bee at unitn.it> |
License: | MIT + file LICENSE |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | LNPar results |
Reference manual: | LNPar.pdf |
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 |
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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.