Estimation of a Lognormal - Generalized Pareto Mixture
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Documentation for package ‘lognGPD’ version 0.1.0
Help Pages
| dlognGPD | Density of the lognormal-GPD mixture |
| dlognPareto | Density of the lognormal-Pareto spliced distribution |
| EMBoot | Bootstrap standard errors for the MLEs of a lognormal-GPD mixture |
| EMlogngpdmix | Mixture estimation via EM |
| rlognGPD | Simulation of the lognormal-GPD mixture |
| rlognPareto | Simulation of the lognormal-Pareto spliced distribution |
| weiGpdLik | Weighted GPD log-likelihood |