Package: lognGPD 0.1.0

lognGPD: Estimation of a Lognormal - Generalized Pareto Mixture

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>.

Authors:Marco Bee [aut, cre]

lognGPD_0.1.0.tar.gz
lognGPD_0.1.0.zip(r-4.7)lognGPD_0.1.0.zip(r-4.6)lognGPD_0.1.0.zip(r-4.5)
lognGPD_0.1.0.tgz(r-4.6-any)lognGPD_0.1.0.tgz(r-4.5-any)
lognGPD_0.1.0.tar.gz(r-4.7-any)lognGPD_0.1.0.tar.gz(r-4.6-any)
lognGPD_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
lognGPD/json (API)
NEWS

# Install 'lognGPD' in R:
install.packages('lognGPD', repos = c('https://marco-bee.r-universe.dev', 'https://cloud.r-project.org'))

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

On CRAN:

Conda:

2.70 score 3 scripts 225 downloads 7 exports 24 dependencies

Last updated from:c439f29cf0. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK122
source / vignettesOK158
linux-release-x86_64OK137
macos-release-arm64OK88
macos-oldrel-arm64OK94
windows-develOK77
windows-releaseOK72
windows-oldrelOK82
wasm-releaseOK146

Exports:dlognGPDdlognParetoEMBootEMlogngpdmixrlognGPDrlognParetoweiGpdLik

Dependencies:clicpp11EnvStatsevdfarverggplot2gluegtableisobandlabelinglifecycleLNParMASSnortestR6rbibutilsRColorBrewerRdpackrlangS7scalesvctrsviridisLitewithr