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

Description

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.

Author(s)

Maintainer: Elias Haddad [e-mail] (ORCID)

Authors:

• Giulio Bottazzi [e-mail] (ORCID)

• Fernando J. Von Zuben (ORCID) [thesis advisor]

Other contributors:

• Jochen Voss [contributor]

• J.D. Lamb [contributor]

• Brian Gough [contributor]

See Also

Useful links:

• Report bugs at https://github.com/nettoyoussef/Rsubbotools/issues

Rsubbotools documentation built on April 16, 2025, 5:10 p.m.