NAME
gbepfit - Fit a symmetric power exponential density
SYNOPSIS
gbepfit [options]
DESCRIPTION
Fit symmetric power exponential density using maximum-likelihood or the method of moments.
OPTIONS
- -O
-
output type (default 0)
- 0
-
parameter b a m and log-likelihood
- 1
-
the estimated distribution function computed on the provided points
- 2
-
the estimated density function computed on the provided points
- 3
-
parameters b a m and their standard errors
- -x
-
set initial conditions b,a,m (default 2,1,0)
- -m
-
the mode is not estimated but is set to the value provided
- -s
-
number of intervals to explore at each iteration (default 10)
- -V
-
verbosity level (default 0)
- 0
-
just the final result
- 1
-
headings and summary table
- 2
-
intermediate steps results
- 3
-
intermediate steps internals
- 4+
-
details of optim. routine
- -M
-
active estimation steps. The value is the sum of (default 7)
- 1
-
initial estimation based on method of moments
- 2
-
global optimization not considering lack of smoothness in m
- 4
-
local optimization taking non-smoothness in m into consideration
- -G
-
set global optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .1,1e-2,100,1e-3,1e-5,3)
- -I
-
set local optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .01,1e-4,200,1e-4,1e-5,5)
- -F
-
input fields separators (default " \t")
- -h
-
this help
The optimization parameters are step initial step size of the searching algorithm
- tol
-
line search tolerance iter: maximum number of iterations
- eps
-
gradient tolerance : stopping criteria ||gradient||<eps
- msize
-
simplex max size : stopping criteria ||max edge||<msize
- algo
-
optimization methods: 0 Fletcher-Reeves, 1 Polak-Ribiere, 2 Broyden-Fletcher-Goldfarb-Shanno, 3 Steepest descent, 4 Nelder-Mead simplex, 5 Broyden-Fletcher-Goldfarb-Shanno v.2, 6 Nelder-Mead simplex ver. 2, 7 Nelder-Mead simplex rnd init.
EXAMPLES
- gbepfit -m 1 -M 6 <file
-
estimate a and b with m=1 and skipping initial method of moments estimation
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <[email protected]>
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.