lognGPD: 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 and Santi (2025) <doi:10.48550/arXiv.2505.22507>.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | evd, Rdpack, parallel, LNPar, EnvStats |
| Published: | 2025-06-02 |
| DOI: | 10.32614/CRAN.package.lognGPD |
| Author: | Marco Bee  [aut,
cre] |
| Maintainer: | Marco Bee <marco.bee at unitn.it> |
| BugReports: | https://github.com/marco-bee/lognGPD/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/marco-bee/lognGPD |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | Distributions |
| CRAN checks: | lognGPD results |
Documentation:
| Reference manual: | lognGPD.html , lognGPD.pdf |
Downloads:
| Package source: | lognGPD_0.1.0.tar.gz |
| Windows binaries: | r-devel: lognGPD_0.1.0.zip, r-release: lognGPD_0.1.0.zip, r-oldrel: lognGPD_0.1.0.zip |
| macOS binaries: | r-release (arm64): lognGPD_0.1.0.tgz, r-oldrel (arm64): lognGPD_0.1.0.tgz, r-release (x86_64): lognGPD_0.1.0.tgz, r-oldrel (x86_64): lognGPD_0.1.0.tgz |
Linking:
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