bvpa

cranv1.0.0

Bivariate Pareto Distribution. Implements the EM algorithm with one-step Gradient Descent method to estimate the parameters of the Block-Basu bivariate Pareto distribution with location and scale. We also found parametric bootstrap and asymptotic confidence intervals based on the observed Fisher information of scale and shape par

License GPL (>= 2)0 versions1 maintainers2 deps66 weekly dl
https://CRAN.R-project.org/package=bvpa
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First published · 2023-08-08 15:51:24

Last updated · 2023-08-08T13:50:02+00:00