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bvpa

Bivariate Pareto Distribution

v1.0.0 · Aug 8, 2023 · GPL (>= 2)

Description

Implements the EM algorithm with one-step Gradient Descent method to estimate the parameters of the Block-Basu bivariate Pareto distribution with location and scale. We also found parametric bootstrap and asymptotic confidence intervals based on the observed Fisher information of scale and shape parameters, and exact confidence intervals for location parameters. Details are in Biplab Paul and Arabin Kumar Dey (2023) <doi:10.48550/arXiv.1608.02199> "An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale"; E L Lehmann and George Casella (1998) <doi:10.1007/b98854> "Theory of Point Estimation"; Bradley Efron and R J Tibshirani (1994) <doi:10.1201/9780429246593> "An Introduction to the Bootstrap"; A P Dempster, N M Laird and D B Rubin (1977) <www.jstor.org/stable/2984875> "Maximum Likelihood from Incomplete Data via the EM Algorithm".

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies numDeriv bvpa

Version History

1 tracked
new 1.0.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Aug 8, 2023. Releases before tracking aren’t shown.