lognGPD

MaRDI QIDQ7384628CRANFDO

Authors Marco Bee

Last update 2 June 2025

Copyright license MIT license, File License

Software version identifier 0.1.0

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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