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Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)
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.
Getting started
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Package details |
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| Author | Elias Haddad [aut, cre] (<https://orcid.org/0000-0003-1863-1022>), Giulio Bottazzi [aut] (<https://orcid.org/0000-0003-2565-4732>), Fernando J. Von Zuben [aut, ths] (<https://orcid.org/0000-0002-4128-5415>), Jochen Voss [ctb], J.D. Lamb [ctb], Brian Gough [ctb] |
| Maintainer | Elias Haddad <eliasynetto@gmail.com> |
| License | GPL-3 |
| Version | 0.0.0.9 |
| Package repository | View on CRAN |
| Installation |
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