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LNPar

The goal of LNPar is to estimate and test for a Lognormal-Pareto Mixture

Installation

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

# install.packages("devtools")
devtools::install_github("marco-bee/LNPar")

Example

This is a basic example which shows you how to solve a common problem:

library(LNPar)
ySim <- rLnormParMix(100,.5,0,1,4,1.5)
mixFit <- LPfitEM(ySim, 1e-10, 1000, qxmin0 = 0.5, nboot = 0)

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Version

Install

install.packages('LNPar')

Monthly Downloads

519

Version

1.1.3

License

MIT + file LICENSE

Maintainer

Marco Bee

Last Published

January 20th, 2026

Functions in LNPar (1.1.3)

par_logn_mix_known

Estimate the parameters of a lognormal-Pareto density, assuming a known threshold
ECMEBoot

Bootstrap standard errors for the MLEs of a lognormal-Pareto mixture
TN2016

Number of employees in year 2016 in all the firms of the Trento district
LPfitEM

Estimating a lognormal-Pareto mixture via the ECME algorithm
ProfBoot

Bootstrap standard errors for the estimators of a lognormal-Pareto mixture
ParallelTestEM

ECME-based testing for a Pareto tail
LPtestEM

ECME-based testing for a Pareto tail
LPtest

Profile-based testing for a Pareto tail
ParallelTest

Profile-based testing for a Pareto tail
LPfitProf

Profile likelihood estimation of a lognormal-Pareto mixture
ll_lnormparmix

Log-likelihood with respect to xmin
dpareto

density of a Pareto r.v.
dLnormParMix

density of a mixture of a lognormal and a Pareto r.v.
rLnormParMix

Random number simulation for a mixture of a lognormal and a Pareto r.v.
rpareto

Random number generation for a Pareto r.v.