LNPar

cranv1.1.3

Estimation and Testing for a Lognormal-Pareto Mixture. 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/s11634-022-0

License MIT + file LICENSE0 versions1 maintainers3 deps75 weekly dl
https://CRAN.R-project.org/package=LNPar
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First published · 2026-01-20 07:04:28

Last updated · 2026-01-20T05:20:03+00:00