Package: LNPar 1.1.2

LNPar: Estimation and Testing for a Lognormal-Pareto Mixture

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>.

Authors:Marco Bee [aut, cre]

LNPar_1.1.2.tar.gz
LNPar_1.1.2.zip(r-4.7)LNPar_1.1.2.zip(r-4.6)LNPar_1.1.2.zip(r-4.5)
LNPar_1.1.2.tgz(r-4.6-any)LNPar_1.1.2.tgz(r-4.5-any)
LNPar_1.1.2.tar.gz(r-4.7-any)LNPar_1.1.2.tar.gz(r-4.6-any)
LNPar_1.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
LNPar/json (API)

# Install 'LNPar' in R:

install.packages('LNPar', repos = c('https://marco-bee.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/marco-bee/lnpar/issues

Datasets:

TN2016 - Number of employees in year 2016 in all the firms of the Trento district

On CRAN:

4.08 score 2 stars 1 packages 1 scripts 275 downloads 14 exports 2 dependencies

Last updated from:0e01b21338. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	97
source / vignettes	OK	125
linux-release-x86_64	OK	243
macos-release-arm64	OK	84
macos-oldrel-arm64	OK	92
windows-devel	OK	107
windows-release	OK	60
windows-oldrel	OK	71
wasm-release	OK	87

Exports:dLnormParMix dpareto ECMEBoot ll_lnormparmix LPfitEM LPfitProf LPtest LPtestEM par_logn_mix_known ParallelTest ParallelTestEM ProfBoot rLnormParMix rpareto

Dependencies:rbibutils Rdpack

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
density of a mixture of a lognormal and a Pareto r.v.	dLnormParMix
density of a Pareto r.v.	dpareto
Bootstrap standard errors for the MLEs of a lognormal-Pareto mixture	ECMEBoot
Log-likelihood with respect to xmin	ll_lnormparmix
Estimating a lognormal-Pareto mixture via the ECME algorithm	LPfitEM
Profile likelihood estimation of a lognormal-Pareto mixture	LPfitProf
Profile-based testing for a Pareto tail	LPtest
ECME-based testing for a Pareto tail	LPtestEM
Estimate the parameters of a lognormal-Pareto density, assuming a known threshold	par_logn_mix_known
Profile-based testing for a Pareto tail	ParallelTest
ECME-based testing for a Pareto tail	ParallelTestEM
Bootstrap standard errors for the estimators of a lognormal-Pareto mixture	ProfBoot
Random number simulation for a mixture of a lognormal and a Pareto r.v.	rLnormParMix
Random number generation for a Pareto r.v.	rpareto
Number of employees in year 2016 in all the firms of the Trento district	TN2016