Estimation and Testing for a Lognormal-Pareto Mixture


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Documentation for package ‘LNPar’ version 0.1.0

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dLnormParMix density of a mixture of a lognormal and a Pareto r.v.
dpareto density of a Pareto r.v.
LPfit Estimating a lognormal-Pareto mixture by maximizing the profile log-likelihood
LPtest Testing for a Pareto tail
MLEBoot Bootstrap standard errors for the estimators of a lognormal-Pareto mixture
ParallelTest Testing for a Pareto tail
par_logn_mix_known Estimate the parameters of a lognormal-Pareto density, assuming a known threshold
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