Package: Rsubbotools 0.0.1

Elias Haddad

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.

Authors:Elias Haddad [aut, cre], Giulio Bottazzi [aut], Fernando J. Von Zuben [aut, ths], Jochen Voss [ctb], J.D. Lamb [ctb], Brian Gough [ctb]

Rsubbotools_0.0.1.tar.gz
Rsubbotools_0.0.1.tar.gz(r-4.7-arm64)Rsubbotools_0.0.1.tar.gz(r-4.7-x86_64)Rsubbotools_0.0.1.tar.gz(r-4.6-arm64)Rsubbotools_0.0.1.tar.gz(r-4.6-x86_64)
Rsubbotools_0.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
Rsubbotools/json (API)
NEWS

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

Bug tracker:https://github.com/nettoyoussef/rsubbotools/issues

Uses libs:
  • gsl– GNU Scientific Library (GSL)
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

gslcpp

1.70 score 1 scripts 203 downloads 33 exports 2 dependencies

Last updated from:5eb2171ed0. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK179
linux-devel-x86_64OK154
source / vignettesOK193
linux-release-arm64OK178
linux-release-x86_64OK161
wasm-releaseOK146

Exports:alaplafitdalaplacedasubbodlaplacedpowerdsepdsubbolaplafitpalaplacepasubboplaplaceppowerpseppsubboqalaplaceqasubboqlaplaceqpowerqsepqsubboralaplacerasubborasubbo_origrgamma_crlaplacerpowerrsubbosepfitsubboafishsubboafitsubbofishsubbofitsubbolafit

Dependencies:RcppRcppGSL

Readme and manuals

Help Manual

Help pageTopics
Fit an Asymmetric Laplace Distribution via maximum likelihoodalaplafit
Returns density from Asymmetric Laplace Distributiondalaplace
Returns density from the AEP Distributiondasubbo
Returns density from Laplace Distributiondlaplace
Returns density from EP Distributiondpower
Returns density from Skewed Exponential Power distributiondsep
Returns density from Subbotin Distributiondsubbo
Fit a Laplace Distribution via maximum likelihoodlaplafit
Returns CDF from Asymmetric Laplace Distributionpalaplace
Returns CDF from the AEP Distributionpasubbo
Returns CDF from the Laplace Distributionplaplace
Returns CDF from EP Distributionppower
Returns CDF from the Skewed Exponential Power distributionpsep
Returns CDF from Subbotin Distributionpsubbo
Returns quantile from Asymmetric Laplace Distributionqalaplace
Returns CDF from the AEP Distributionqasubbo
Returns quantile from Laplace Distributionqlaplace
Returns quantile from EP Distributionqpower
Returns quantile from the Skewed Exponential Power distributionqsep
Returns CDF from Subbotin Distributionqsubbo
Generates an Asymmetric Laplace-distributed sampleralaplace
Produces a random sample from a Asymmetric Power Exponential distributionrasubbo
Produces a random sample from a Asymmetric Power Exponential distributionrasubbo_orig
Generates a Gamma-distributed samplergamma_c
Generates a Laplace-distributed samplerlaplace
Generates a random sample from a Exponential Power distributionrpower
Produces a random sample from a Subbotin distributionrsubbo
Fit a Skewed Exponential Power density via maximum likelihoodsepfit
Returns the Fisher Information matrix and its inverse for the AEPsubboafish
Fit an Asymmetric Power Exponential density via maximum likelihoodsubboafit
Return the Fisher Information Matrix for the Subbotin Distributionsubbofish
Fit a power exponential density via maximum likelihoodsubbofit
Fit a (Less) Asymmetric Power Exponential density via maximum likelihoodsubbolafit