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GBEPFIT(1) User Commands GBEPFIT(1)

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.

February 2019 gbepfit 6.0.beta2