Man page - gbepfit(1)
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apt-get install gbutils
Manual
GBEPFIT
NAMESYNOPSIS
DESCRIPTION
OPTIONS
EXAMPLES
AUTHOR
REPORTING BUGS
COPYRIGHT
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
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-O |
output type (default 0) |
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0 |
parameter b a m and log-likelihood |
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1 |
the estimated distribution function computed on the provided points |
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2 |
the estimated density function computed on the provided points |
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3 |
parameters b a m and their standard errors |
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-x |
set initial conditions b,a,m (default 2,1,0) |
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-m |
the mode is not estimated but is set to the value provided |
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-s |
number of intervals to explore at each iteration (default 10) |
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-V |
verbosity level (default 0) |
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0 |
just the final result |
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1 |
headings and summary table |
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2 |
intermediate steps results |
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3 |
intermediate steps internals |
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4+ |
details of optim. routine |
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-M |
active estimation steps. The value is the sum of (default 7) |
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1 |
initial estimation based on method of moments |
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2 |
global optimization not considering lack of smoothness in m |
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4 |
local optimization taking non-smoothness in m into consideration |
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-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) |
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-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) |
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-F |
input fields separators (default " \t") |
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-h |
this help |
The optimization parameters are step initial step size of the searching algorithm
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tol |
line search tolerance iter: maximum number of iterations |
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eps |
gradient tolerance : stopping criteria ||gradient||<eps |
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msize |
simplex max size : stopping criteria ||max edge||<msize |
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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 <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.