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GEC (version 0.1.0)

Generalized Exponentiated Composite Distributions

Description

Contains the framework of the estimation, sampling, and hypotheses testing for two special distributions (Exponentiated Exponential-Pareto and Exponentiated Inverse Gamma-Pareto) within the family of Generalized Exponentiated Composite distributions. The detailed explanation and the applications of these two distributions were introduced in Bowen Liu, Malwane M.A. Ananda (2022) , Bowen Liu, Malwane M.A. Ananda (2022) , and Bowen Liu, Malwane M.A. Ananda (2022) .

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Version

Install

install.packages('GEC')

Monthly Downloads

122

Version

0.1.0

License

GPL-3

Maintainer

Bowen Liu

Last Published

October 24th, 2023

Functions in GEC (0.1.0)

mle_search_eep

The grid search procedure for parameter estimation of EEP.
neg_log_eep

The negative log likelihood function for EEP distribution.
se_eep

The function for calculating the standard errors of the parameters of EEP model.
eigp_nll

The EIGP Negative Log-likelihood Function.
se_eigp

The function for calculating the standard errors of the parameters of EIGP model.
q_eigp

The quantile function of EIGP.
q_eep

The quantile function of EEP.
eep_sampling

The Random Number Generation Function for EIGP
pareto_eigp

The negative log density of a sample item if it follows Pareto in a EIGP model
pareto_eep

The negative log density of a sample item if it follows Pareto in a EEP model
validation

The validation Function for Model Parameters.
neg_log_eigp

The negative log likelihood function for EIGP distribution.
pdf_eigp

The probability density function of EIGP.
raw_est_eigp

The Optimization Function for EIGP Maximum Likelihood Estimation.
mle_search_eigp

The grid search procedure for parameter estimation of EIGP.
raw_est_eep

The Optimization Function for EEP Maximum Likelihood Estimation.
asymptotic_eep

Asymptotic Wald's test for testing the exponent in a EEP model.
LRT_eigp

Likelihood Ratio Test (LRT) for the exponent parameter in EIGP model.
asymptotic_eigp

Asymptotic Wald's test for testing the exponent in a EIGP model.
cdf_eep

The cumulative distribution function of EEP.
LRT_eep

Likelihood Ratio Test (LRT) for the exponent parameter in EEP model.
eep_nll

The EEP Negative Log-likelihood Function.
eep_optim

The Wrapper Function that Returns the Final Estimates from Maximum Likelihood Estimation for EEP.
cdf_eigp

The cumulative distribution function of EIGP.
mle_eep

Analytical solution of theta given eta in EEP model.
mle_eigp

Analytical solution of theta given eta in EIGP model.
eigp_optim

The Wrapper Function that Returns the Final Estimates from Maximum Likelihood Estimation for EIGP.
eigp_sampling

The Random Number Generation Function for EIGP
mle_iter_eep

Iteration function to find the analytical solution of theta given eta and data in EEP model.
hazard_eigp

The hazard function of EIGP.
mle_iter_eigp

Iteration function to find the analytical solution of theta given eta and data in EIGP model.
inv_gamma_eigp

The negative log density of a sample item if it follows inverse gamma in a EIGP model
hazard_eep

The hazard function of EEP.
exp_eep

The negative log density of a sample item if it follows exponential in a EEP model
pdf_eep

The probability function of EEP.