tabulation_fit: Fit a nonparametric distribution on tabulated data

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Fit a nonparametric distribution on tabulated data

Description

Estimate a distribution nonparametrically based on tabulations of a distribution which include:

• fractiles of the data,

• the corresponding brackets,

• the share of each bracket.

Usage

tabulation_fit(
  p,
  threshold,
  average = NULL,
  bracketshare = NULL,
  topshare = NULL,
  bracketavg = NULL,
  topavg = NULL,
  invpareto = NULL,
  bottom_model = NULL,
  lower_bound = 0,
  binf = NULL,
  fast = FALSE
)

Arguments

p	A vector of values in [0, 1].
threshold	The quantiles corresponding to p.
average	The average over the entire distribution.
bracketshare	The corresponding bracket share.
topshare	The corresponding top share.
bracketavg	The corresponding bracket average.
topavg	The corresponding top average.
invpareto	The inverted Pareto coefficient.
bottom_model	Which model to use at the bottom of the distribution? Only relevant if min(p) > 0. Either "gpd" for the generalized Pareto distribution, "hist" for histogram density, or "dirac". Default is "hist" if min(threshold) > 0, "dirac" if min(threshold) == 0 and "gpd" otherwise.
lower_bound	Lower bound of the distribution. Only relevant if min(p) > 0. Default is 0.
binf	Asymptotic Pareto coefficient. If NULL or NA, it is directly estimated from the data. Default is NULL.
fast	Use a faster but less precise method (split-histogram). Default is FALSE.

Value

An object of class gpinter_dist_orig.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.