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
DOI: 10.32614/CRAN.package.FitDynMix
Author: Marco Bee ORCID iD [aut, cre]
Maintainer: Marco Bee <marco.bee at>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: FitDynMix results


Reference manual: FitDynMix.pdf


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


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