lognGPD

cranv0.1.0

Estimation of a Lognormal - Generalized Pareto Mixture. Estimation of a lognormal - Generalized Pareto mixture via the Expectation-Maximization algorithm. Computation of bootstrap standard errors is supported and performed via parallel computing. Functions for random number simulation and density evaluation are also available. For more details see Bee an

License MIT + file LICENSE0 versions1 maintainers5 deps77 weekly dl
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First published · 2025-06-02 08:56:39

Last updated · 2025-06-02T07:50:05+00:00