FitDynMix: Estimation of Dynamic Mixtures

Estimation of a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods. See Bee, M. (2023) <doi:10.1016/j.csda.2023.107764>.

Version: 1.0.0
Depends: R (≥ 2.10)
Imports: evir, MASS, pracma, Rdpack, parallel, ks, stats, graphics
Published: 2024-01-11
Author: Marco Bee ORCID iD [aut, cre]
Maintainer: Marco Bee <marco.bee at unitn.it>
BugReports: https://github.com/marco-bee/FitDynMix/issues
License: MIT + file LICENSE
URL: https://github.com/marco-bee/FitDynMix
NeedsCompilation: no
Materials: README NEWS
CRAN checks: FitDynMix results

Documentation:

Reference manual: FitDynMix.pdf

Downloads:

Package source: FitDynMix_1.0.0.tar.gz
Windows binaries: r-devel: FitDynMix_1.0.0.zip, r-release: FitDynMix_1.0.0.zip, r-oldrel: FitDynMix_1.0.0.zip
macOS binaries: r-release (arm64): FitDynMix_1.0.0.tgz, r-oldrel (arm64): FitDynMix_1.0.0.tgz, r-release (x86_64): FitDynMix_1.0.0.tgz
Old sources: FitDynMix archive

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