subboafish

Returns the Fisher Information matrix and its inverse for the Asymmetric
Power Exponential distribution for the given parameters.

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

Rsubbotools

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

Giulio  Bottazzi

Fernando J.  Von Zuben

Jochen  Voss

J.D.  Lamb

Brian  Gough

subboafish function

<dl><dt>size</dt>
<dd>(numeric) - number of observations (Default: 01)</dd>
<dt>bl</dt>
<dd>(numeric) - set the left exponent (Default: 2.0)</dd>
<dt>br</dt>
<dd>(numeric) - set the right exponent (Default: 2.0)</dd>
<dt>m</dt>
<dd>(numeric) - the location parameter (Default: 0.0)</dd>
<dt>al</dt>
<dd>(numeric) - the left scale parameter (Default: 1.0)</dd>
<dt>ar</dt>
<dd>(numeric) - the right scale parameter (Default: 1.0)</dd>
<dt>O_munknown</dt>
<dd>(numeric) - if true assumes \(m\) is known</dd></dl>

Arguments

Returns the Fisher Information matrix and its inverse for the AEP — subboafish

<dl>

<dt>size</dt>
<dd>(numeric) - number of observations (Default: 01)</dd>


<dt>bl</dt>
<dd>(numeric) - set the left exponent (Default: 2.0)</dd>


<dt>br</dt>
<dd>(numeric) - set the right exponent (Default: 2.0)</dd>


<dt>m</dt>
<dd>(numeric) - the location parameter (Default: 0.0)</dd>


<dt>al</dt>
<dd>(numeric) - the left scale parameter (Default: 1.0)</dd>


<dt>ar</dt>
<dd>(numeric) - the right scale parameter (Default: 1.0)</dd>


<dt>O_munknown</dt>
<dd>(numeric) - if true assumes \(m\) is known</dd>

</dl>

subboafish: Returns the Fisher Information matrix and its inverse for the AEP

Description

Usage

Value

Arguments