Man page - gbaepfit(1)
Packages contains this manual
- gbnear(1)
- gbnlmult(1)
- gbquant(1)
- gblaepfit(1)
- gbmave(1)
- gbkreg(1)
- gbtest(1)
- gbmstat(1)
- gbgcorr(1)
- gbepfit(1)
- gbnlprobit(1)
- gbnlpanel(1)
- gbbin(1)
- gbdummyfy(1)
- gbgrid(1)
- gbnlreg(1)
- gbconvtable(1)
- gbinterp(1)
- gbrand(1)
- gbfun(1)
- gbstat(1)
- gbglreg(1)
- gbhisto(1)
- gbfilternear(1)
- gbplot(1)
- gbker2d(1)
- gbhisto2d(1)
- gbget(1)
- gbxcorr(1)
- gbenv(1)
- gbacorr(1)
- gbboot(1)
- gbmodes(1)
- gbhill(1)
- gbkreg2d(1)
- gbker(1)
- gblreg(1)
- gbalafit(1)
- gbnlqreg(1)
- gbdist(1)
- gbnlpolyit(1)
- gblafit(1)
- gbaepfit(1)
apt-get install gbutils
Manual
GBAEPFIT
NAMESYNOPSIS
DESCRIPTION
EXAMPLES
AUTHOR
REPORTING BUGS
COPYRIGHT
NAME
gbaepfit - Fit an asymmetric power exponential density
SYNOPSIS
gbaepfit [ options ] [ files ]
DESCRIPTION
Fit asymmetric power exponential density using maximum-likelihood. Fit asymmetric power exponential density. Read from files of from standard input
|
-O |
output type (default 0) |
||
|
0 |
parameter bl br al ar 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 bl br al ar m and their standard errors |
||
|
-x |
set initial conditions bl,br,al,ar,m (default 2,2,1,1,0) |
||
|
-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 6) |
||
|
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-5,2,0) |
||
|
-I |
set local optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .01,1e-3,200,1e-3,1e-5,5,0) |
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 ver.2 6 Nelder-Mead simplex ver. 2, 7 Nelder-Mead simplex rnd init. |
EXAMPLES
gbaepfit -m 1 -M 4 <file
estimate bl,br,al,ar with m=1 and skipping initial global optimization
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com>
Package home page <http://cafim.sssup.it/Λgiulio/software/gbutils/index.html>
COPYRIGHT
Copyright Β© 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.