LNPar
Estimation and Testing for a Lognormal-Pareto Mixture
Estimates a lognormal-Pareto mixture by maximizing the profile likelihood function. A likelihood ratio test for discriminating between lognormal and Pareto tail is also implemented. See Bee, M. (2022)
- Version0.1.0
- R version≥ 4.0.0
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?No
- Last release06/30/2023
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Team
Marco Bee
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- Depends1 package
- Imports3 packages