Description
Estimation and Testing for a Lognormal-Pareto Mixture.
Description
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>.
README.md
LNPar
The goal of LNPar is to estimate and test for a Lognormal-Pareto Mixture
Installation
You can install the development version of LNPar from GitHub with:
# install.packages("devtools")
devtools::install_github("marco-bee/lnpar")
Example
This is a basic example which shows you how to solve a common problem:
library(LNPar)
ySim <- rLnormParMix(100,.5,0,1,4,1.5)
mixFit <- LPfit(ySim,90,0)