gbepfit - Fit a symmetric power exponential density
Fit symmetric power exponential density using maximum-likelihood
or the method of moments.
- -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.
Written by Giulio Bottazzi
Report bugs to <gbutils@googlegroups.com>
Package home page
<http://cafim.sssup.it/~giulio/software/gbutils/index.html>
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.