LNPar

Last update 20 January 2026

Copyright license MIT license, File License

Software version identifier 0.1.0, 1.1.0, 1.1.1, 1.1.2, PACKAGES.rds, 1.1.3

Description

Estimates a lognormal-Pareto mixture by means of the Expectation-Conditional-Maximization-Either algorithm and 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>.

Cites work

On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach

Cited in

(1)

lognGPD

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