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GBLAEPFIT(1) User Commands GBLAEPFIT(1)

NAME

gblaepfit - Fit a less asymmetric power exponential density

SYNOPSIS

gblaepfit [options] [files]

DESCRIPTION

Fit skewed power exponential density. Read from files or from standard input
Options: -O output type (default 0)
0
parameter bl br 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
-x
set initial conditions bl,br,a,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
intermediate steps results
2
intermediate steps internals
3+
details of optim. routine
-M
active estimation steps. The value is the sum of (default 1)
0
no optimization
1
global and local optimization
-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)
-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-5,2)

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

gblaepfit -m 1 <file
estimate bl,br,a with m=1

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 gblaepfit 6.0.beta2