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FitDynMix

Estimation of Dynamic Mixtures

Estimation of a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods. See Bee, M. (2023) <doi:10.1016/j.csda.2023.107764>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling source/ R- FitDynMix_1.0.2.tar.gz 43.3 KiB
1.0.2 latest source/ R- FitDynMix_1.0.2.tar.gz 43.3 KiB
1.0.2 2026-04-23 source/ R- FitDynMix_1.0.2.tar.gz 43.3 KiB
1.0.2 2026-04-09 windows/windows R-4.5 FitDynMix_1.0.2.zip 107.8 KiB

Dependencies (latest)

Imports