FitDynMix
Estimation of Dynamic Mixtures
v1.0.2
·
Jan 19, 2026
·
MIT + file LICENSE
Description
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>.
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1.0.2
Mar 10, 2026