Estimation and Testing for a Lognormal-Pareto Mixture


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Documentation for package ‘LNPar’ version 1.1.1

Help Pages

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