Rsubbotools

Rsubbotools-package

Create densities, probabilities, random numbers, quantiles, and maximum likelihood estimation for several distributions, mainly the symmetric and asymmetric power exponential (AEP), a.k.a. the Subbottin family of distributions, also known as the generalized error distribution. Estimation is made using the design of Bottazzi (2004) <a href="https://ideas.repec.org/p/ssa/lemwps/2004-14.html">https://ideas.repec.org/p/ssa/lemwps/2004-14.html</a>, where the likelihood is maximized by several optimization procedures using the 'GNU Scientific Library (GSL)', translated to 'C++' code, which makes it both fast and accurate. The package also provides methods for the gamma, Laplace, and Asymmetric Laplace distributions.

internal

Create densities, probabilities, random numbers, quantiles, and maximum likelihood estimation for several
distributions, mainly the symmetric and asymmetric power exponential (AEP), a.k.a. the Subbottin family of
distributions, also known as the generalized error distribution.
Estimation is made using the design of Bottazzi (2004) <https://ideas.repec.org/p/ssa/lemwps/2004-14.html>, where
the likelihood is maximized by several optimization procedures using the 'GNU Scientific Library (GSL)', translated to 'C++'
code, which makes it both fast and accurate. The package also provides methods for the gamma, Laplace, and Asymmetric
Laplace distributions.

Elias Haddad

Fast Estimation of Subbottin and AEP Distributions (Generalized
Error Distribution)

Giulio  Bottazzi

Fernando J.  Von Zuben

Jochen  Voss

J.D.  Lamb

Brian  Gough

Rsubbotools-package function

Maintainer: Elias Haddad <a href="/link/eliasynetto%40gmail.com?package=Rsubbotools&version=0.0.1" data-mini-rdoc="Rsubbotools::eliasynetto@gmail.com">eliasynetto@gmail.com</a> (<a href="https://orcid.org/0000-0003-1863-1022">ORCID</a>)
Authors:<ul>
<li>Giulio Bottazzi <a href="/link/bottazzi%40sssup.it?package=Rsubbotools&version=0.0.1" data-mini-rdoc="Rsubbotools::bottazzi@sssup.it">bottazzi@sssup.it</a> (<a href="https://orcid.org/0000-0003-2565-4732">ORCID</a>)</li>
<li>Fernando J. Von Zuben (<a href="https://orcid.org/0000-0002-4128-5415">ORCID</a>) [thesis advisor]</li>
</ul>Other contributors:<ul>
<li>Jochen Voss [contributor]</li>
<li>J.D. Lamb [contributor]</li>
<li>Brian Gough [contributor]</li>
</ul>

Author

Create densities, probabilities, random numbers, quantiles, and maximum likelihood estimation for several distributions, mainly the symmetric and asymmetric power exponential (AEP), a.k.a. the Subbottin family of distributions, also known as the generalized error distribution. Estimation is made using the design of Bottazzi (2004) <a href='https://ideas.repec.org/p/ssa/lemwps/2004-14.html'>https://ideas.repec.org/p/ssa/lemwps/2004-14.html</a>, where the likelihood is maximized by several optimization procedures using the 'GNU Scientific Library (GSL)', translated to 'C++' code, which makes it both fast and accurate. The package also provides methods for the gamma, Laplace, and Asymmetric Laplace distributions.

Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution) — Rsubbotools-package

Maintainer: Elias Haddad <a href='mailto:eliasynetto@gmail.com'>eliasynetto@gmail.com</a> (<a href='https://orcid.org/0000-0003-1863-1022'>ORCID</a>)
Authors:<ul>
<li>Giulio Bottazzi <a href='mailto:bottazzi@sssup.it'>bottazzi@sssup.it</a> (<a href='https://orcid.org/0000-0003-2565-4732'>ORCID</a>)</li>
<li>Fernando J. Von Zuben (<a href='https://orcid.org/0000-0002-4128-5415'>ORCID</a>) [thesis advisor]</li>
</ul>

Other contributors:<ul>
<li>Jochen Voss [contributor]</li>
<li>J.D. Lamb [contributor]</li>
<li>Brian Gough [contributor]</li>
</ul>

Rsubbotools-package: Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)

Description

Arguments

Author

See Also