DOKK / manpages / debian 12 / gbutils / gbepfit.1.en
GBEPFIT(1) User Commands GBEPFIT(1)

gbepfit - Fit a symmetric power exponential density

gbepfit [options]

Fit symmetric power exponential density using maximum-likelihood or the method of moments.

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
set initial conditions b,a,m (default 2,1,0)
the mode is not estimated but is set to the value provided
number of intervals to explore at each iteration (default 10)
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
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
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)
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)
input fields separators (default " \t")
this help

The optimization parameters are step initial step size of the searching algorithm

line search tolerance iter: maximum number of iterations
gradient tolerance : stopping criteria ||gradient||<eps
simplex max size : stopping criteria ||max edge||<msize
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.

estimate a and b with m=1 and skipping initial method of moments estimation

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.

February 2019 gbepfit 6.0.beta2