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LNPar

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/s11634-022-00497-4>.

Versions across snapshots

VersionRepositoryFileSize
1.1.3 rolling linux/jammy R-4.5 LNPar_1.1.3.tar.gz 75.3 KiB
1.1.3 rolling linux/noble R-4.5 LNPar_1.1.3.tar.gz 75.2 KiB
1.1.3 rolling source/ R- LNPar_1.1.3.tar.gz 27.8 KiB
1.1.3 latest linux/jammy R-4.5 LNPar_1.1.3.tar.gz 75.3 KiB
1.1.3 latest linux/noble R-4.5 LNPar_1.1.3.tar.gz 75.2 KiB
1.1.3 latest source/ R- LNPar_1.1.3.tar.gz 27.8 KiB
1.1.3 2026-04-26 source/ R- LNPar_1.1.3.tar.gz 27.8 KiB
1.1.3 2026-04-23 source/ R- LNPar_1.1.3.tar.gz 27.8 KiB
1.1.3 2026-04-09 windows/windows R-4.5 LNPar_1.1.3.zip 77.4 KiB
1.1.1 2025-04-20 source/ R- LNPar_1.1.1.tar.gz 27.9 KiB

Dependencies (latest)

Imports