lognGPD
Estimation of a Lognormal - Generalized Pareto Mixture
v0.1.0
·
Jun 2, 2025
·
MIT + file LICENSE
Description
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>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.0
Mar 9, 2026