The goal of FitDynMix is to estimate a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods.
library(FitDynMix) ## basic example code k <- 5000 epsilon <- .02 bootreps <- 2 res = AMLEfit(Metro2019, epsilon, k, bootreps, 1e-04, 'exp')
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