Package: GB2 2.1.1

Desislava Nedyalkova

GB2: Generalized Beta Distribution of the Second Kind: Properties, Likelihood, Estimation

Package GB2 explores the Generalized Beta distribution of the second kind. Density, cumulative distribution function, quantiles and moments of the distributions are given. Functions for the full log-likelihood, the profile log-likelihood and the scores are provided. Formulas for various indicators of inequality and poverty under the GB2 are implemented. The GB2 is fitted by the methods of maximum pseudo-likelihood estimation using the full and profile log-likelihood, and non-linear least squares estimation of the model parameters. Various plots for the visualization and analysis of the results are provided. Variance estimation of the parameters is provided for the method of maximum pseudo-likelihood estimation. A mixture distribution based on the compounding property of the GB2 is presented (denoted as "compound" in the documentation). This mixture distribution is based on the discretization of the distribution of the underlying random scale parameter. The discretization can be left or right tail. Density, cumulative distribution function, moments and quantiles for the mixture distribution are provided. The compound mixture distribution is fitted using the method of maximum pseudo-likelihood estimation. The fit can also incorporate the use of auxiliary information. In this new version of the package, the mixture case is complemented with new functions for variance estimation by linearization and comparative density plots.

Authors:Monique Graf <[email protected]>, Desislava Nedyalkova <[email protected]>.

GB2_2.1.1.tar.gz
GB2_2.1.1.tar.gz(r-4.5-noble)GB2_2.1.1.tar.gz(r-4.4-noble)
GB2_2.1.1.tgz(r-4.4-emscripten)GB2_2.1.1.tgz(r-4.3-emscripten)
GB2.pdf |GB2.html✨
GB2/json (API)

# Install 'GB2' in R:
install.packages('GB2', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

92 exports 1 stars 1.64 score 18 dependencies 3 dependents 3 mentions 78 scripts 319 downloads

Last updated 2 years agofrom:c3229b328e. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 31 2024
R-4.5-linuxNOTEAug 31 2024

Exports:arpr.cgb2arpr.gb2arpt.cgb2arpt.gb2contindic.gb2contprof.gb2d2logf.gb2dcgb2derivind.cgb2derivind.gb2desvar.cavgb2desvar.cgb2dgb2dl.cgb2dlogf.gb2dplot.cavgb2dplot.cgb2el.gb2fg.cgb2fiskfiskhgb2.ginigini.b2gini.daggini.gb2gini.smhess.cavgb2hess.cgb2incompl.cgb2incompl.gb2info.gb2kl.gb2lambda0.cavgb2logf.gb2logl.cavgb2logl.cgb2loglh.gb2loglp.gb2main.cgb2main.empmain.gb2main2.gb2mkl.cgb2ml.cavgb2ml.cgb2ml.gb2mlfit.gb2mlh.gb2moment.cgb2moment.gb2nlsfit.gb2pcgb2pgb2pkl.cavgb2pl.cgb2plotsML.gb2pofv.cgb2prcgb2prof.gb2proflogl.gb2profml.gb2profscores.gb2qcgb2qgb2qsr.cgb2qsr.gb2rcgb2rgb2rmpg.cgb2rmpg.gb2robwtssaveplotscores.cavgb2scores.cgb2scoresh.gb2scoresp.gb2scoreU.cavgb2scoreU.cgb2scorez.cavgb2sl.gb2Thomaevarscore.cavgb2varscore.cgb2varscore.gb2veind.cavgb2veind.cgb2veind.gb2vepar.cavgb2vepar.cgb2vepar.gb2vl.gb2vofp.cgb2

Dependencies:bootcontfraccubatureDBIdeSolveelliptichypergeolaekenlatticeMASSMatrixminqamitoolsnumDerivRcppRcppArmadillosurveysurvival

Readme and manuals

Help Manual

Help pageTopics
Compound Distribution based on the Generalized Beta Distribution of the Second KindCompound dcgb2 dl.cgb2 fg.cgb2 pcgb2 pl.cgb2 prcgb2
Comparison of the compound GB2 and kernel densities by groupCompoundAuxDensPlot dplot.cavgb2
Fitting the Compound Distribution based on the GB2 by the Method of Pseudo Maximum Likelihood Estimation using Auxiliary InformationCompoundAuxFit lambda0.cavgb2 logl.cavgb2 ml.cavgb2 pkl.cavgb2 scores.cavgb2
Variance Estimation under the Compound GB2 Distribution Using Auxiliary InformationCompoundAuxVarest desvar.cavgb2 hess.cavgb2 scoreU.cavgb2 scorez.cavgb2 varscore.cavgb2 veind.cavgb2 vepar.cavgb2
Comparison of the GB2, compound GB2 and kernel densitiesCompoundDensPlot dplot.cgb2
Fitting the Compound Distribution based on the GB2 by the Method of Maximum Likelihood EstimationCompoundFit logl.cgb2 ml.cgb2 pofv.cgb2 scores.cgb2 vofp.cgb2
Indicators of Poverty and Social Exclusion under the Compound Distribution based on the GB2arpr.cgb2 arpt.cgb2 CompoundIndicators main.cgb2 qsr.cgb2 rmpg.cgb2
Moments of the Compound Distribution based on the GB2incompl.cgb2 mkl.cgb2 moment.cgb2
Quantiles and random generation of the Compound Distribution based on the GB2CompoundQuantiles qcgb2 rcgb2
Variance Estimation of the Compound GB2 DistributionCompoundVarest derivind.cgb2 desvar.cgb2 hess.cgb2 scoreU.cgb2 varscore.cgb2 veind.cgb2 vepar.cgb2
Sensitivity Analysis of Laeken Indicators on GB2 ParametersContindic contindic.gb2
Contour Plot of the Profile Log-likelihood of the GB2 DistributionContprof contprof.gb2
Parameters of the Fisk DistributionFisk fisk fiskh
The Generalized Beta Distribution of the Second Kinddgb2 gb2 pgb2 qgb2 rgb2
Computation of the Gini Coefficient for the GB2 Distribution and its Particular Cases.Gini gini.b2 gini.dag gini.gb2 gini.sm
Monetary Laeken Indicators under the GB2arpr.gb2 arpt.gb2 Indicators main.gb2 main2.gb2 qsr.gb2 rmpg.gb2
Log Density of the GB2 Distributiond2logf.gb2 dlogf.gb2 LogDensity logf.gb2
Full Log-likelihood of the GB2 Distributioninfo.gb2 loglh.gb2 LogLikelihood loglp.gb2 scoresh.gb2 scoresp.gb2
Fitting the GB2 by the Method of Maximum Likelihood Estimation and Comparison of the Fitted Indicators with the Empirical Indicatorsmain.emp mlfit.gb2 MLfitGB2
Maximum Likelihood Estimation of the GB2 Based on the Full Log-likelihoodml.gb2 MLfullGB2 mlh.gb2
Maximum Likelihood Estimation of the GB2 Based on the Profile Log-likelihoodMLprofGB2 profml.gb2
Moments and Other Properties of a GB2 Random Variableel.gb2 incompl.gb2 kl.gb2 moment.gb2 Moments sl.gb2 vl.gb2
Fitting the GB2 by Minimizing the Distance Between a Set of Empirical Indicators and Their GB2 Expressionsnlsfit.gb2 NonlinearFit
Cumulative Distribution Plot and Kernel Density Plot for the Fitted GB2PlotsML plotsML.gb2 saveplot
Profile Log-likelihood of the GB2 Distributionprof.gb2 proflogl.gb2 ProfLogLikelihood profscores.gb2
Robustification of the sampling weightsRobustWeights robwts
Maximum Excess Representation of a Generalized Hypergeometric Function Using Thomae's Theoremcombiopt gb2.gini Thomae ULg
Variance Estimation of the Parameters of the GB2 Distributionderivind.gb2 Varest varscore.gb2 veind.gb2 vepar.gb2