LNPar

Estimation and Testing for a Lognormal-Pareto Mixture

CRAN Package

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) doi:10.1007/s11634-022-00497-4.

  • Version0.1.0
  • R version≥ 4.0.0
  • LicenseMIT
  • Needs compilation?No
  • Last release06/30/2023

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  • Imports1 package