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The goal of lognGPD is to estimate a lognormal - Generalized Pareto mixture via the EM algorithm.
You can install the development version of lognGPD from GitHub with:
# install.packages("pak")
pak::pak("marco-bee/lognGPD")This is a basic example which shows you how to simulate and estimate a lognormal-GPD mixture:
library(lognGPD)
y <- rlognGPD(100,.9,0,1,0.5,2)
x0 <- c(.7,.2,1.3,.8,1.7)
res <- EMlogngpdmix(x0, y, maxiter = 1000, nboot = 0)These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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