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 <gbutils@googlegroups.com>

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.