lognGPD

Functions for the lognormal-GPD mixture

https://github.com/marco-bee/logngpd

Science Score: 26.0%

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Repository

Functions for the lognormal-GPD mixture

Basic Info
  • Host: GitHub
  • Owner: marco-bee
  • License: other
  • Language: R
  • Default Branch: main
  • Size: 24.4 KB
Statistics
  • Stars: 0
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Created about 1 year ago · Last pushed about 1 year ago
Metadata Files
Readme

README.md

Overview

The goal of lognGPD is to estimate a lognormal - Generalized Pareto mixture via the EM algorithm.

Installation

You can install the development version of lognGPD from GitHub with:

``` r

install.packages("pak")

pak::pak("marco-bee/lognGPD") ```

Example

This is a basic example which shows you how to simulate and estimate a lognormal-GPD mixture:

r 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)

Owner

  • Login: marco-bee
  • Kind: user

GitHub Events

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Last Year
  • Push event: 4
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Packages

  • Total packages: 1
  • Total downloads:
    • cran 180 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 1
  • Total maintainers: 1
cran.r-project.org: lognGPD

Estimation of a Lognormal - Generalized Pareto Mixture

  • Versions: 1
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 180 Last month
Rankings
Dependent packages count: 26.4%
Dependent repos count: 32.5%
Average: 48.5%
Downloads: 86.6%
Maintainers (1)
Last synced: 10 months ago