gblaepfit1
Fit a less asymmetric power exponential density
Usage
gblaepfit [options]
[files]
Overview
Fit skewed power exponential density. Read from files or from standard input
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Options: |
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0
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parameter bl br a m and log-likelihood |
1
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the estimated distribution function computed on the provided points |
2
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the estimated density function computed on the provided points |
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-x -
set initial conditions bl,br,a,m (default 2,2,1,1,0)
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-m -
the mode is not estimated but is set to the value provided
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-s -
number of intervals to explore at each iteration (default 10)
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-V -
verbosity level (default 0)
0
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just the final result |
|---|---|
1
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intermediate steps results |
2
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intermediate steps internals |
3+
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details of optim. routine |
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-M -
active estimation steps. The value is the sum of (default 1)
0
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no optimization |
|---|---|
1
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global and local optimization |
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-G -
set global optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .1,1e-2,100,1e-3,1e-5,2)
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-I -
set local optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .01,1e-3,200,1e-3,1e-5,2)
The optimization parameters are step initial step size of the searching algorithm
- tol
-
line search tolerance iter: maximum number of iterations
- eps
-
gradient tolerance : stopping criteria ||gradient||<eps
- msize
-
simplex max size : stopping criteria ||max edge||<msize
- algo
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optimization methods: 0 Fletcher-Reeves, 1 Polak-Ribiere, 2 Broyden-Fletcher-Goldfarb-Shanno, 3 Steepest descent, 4 Nelder-Mead simplex, 5 Broyden-Fletcher-Goldfarb-Shanno ver.2 6 Nelder-Mead simplex ver. 2, 7 Nelder-Mead simplex rnd init.
Examples
- gblaepfit -m 1 <file
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estimate bl,br,a with m=1
Releases
3 releases since Debian 11 (Bullseye); the text changed 1 time.