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bvpa
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Download and install bvpa package within the R console
Install from CRAN:
install.packages("bvpa")
Install from Github:
library("remotes")
install_github("cran/bvpa")
Install by package version:
library("remotes")
install_version("bvpa", "1.0.0")
Attach the package and use:
library("bvpa")
Maintained by
Biplab Paul
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First Published: 2023-08-08
Latest Update: 2023-08-08
Description:
Implements the EM algorithm with one-step Gradient Descent method to estimate
the parameters of the Block-Basu bivariate Pareto distribution with location
and scale. We also found parametric bootstrap and asymptotic confidence
intervals based on the observed Fisher information of scale and shape parameters,
and exact confidence intervals for location parameters. Details are in
Biplab Paul and Arabin Kumar Dey (2023)
"An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto
distribution with location and scale";
E L Lehmann and George Casella (1998) "Theory of Point Estimation";
Bradley Efron and R J Tibshirani (1994)
"An Introduction to the Bootstrap";
A P Dempster, N M Laird and D B Rubin
(1977) "Maximum Likelihood from Incomplete
Data via the EM Algorithm".
How to cite:
Biplab Paul (2023). bvpa: Bivariate Pareto Distribution. R package version 1.0.0, https://cran.r-project.org/web/packages/bvpa. Accessed 07 Nov. 2024.
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