NAME

       gbaepfit - Fit an asymmetric power exponential density

SYNOPSIS

       gbaepfit [options] [files]

DESCRIPTION

       Fit  asymmetric  power  exponential  density  using maximum-likelihood.  Fit asymmetric power exponential
       density. Read from files of from standard input

       -O     output type (default 0)

       0      parameter bl br al ar m and log-likelihood

       1      the estimated distribution function computed on the provided points

       2      the estimated density function computed on the provided points

       3      parameters bl br al ar m and their standard errors

       -x     set initial conditions bl,br,al,ar,m  (default 2,2,1,1,0)

       -m     the mode is not estimated but is set to the value provided

       -s     number of intervals to explore at each iteration (default 10)

       -V     verbosity level (default 0)

       0      just the final result

       1      headings and summary table

       2      intermediate steps results

       3      intermediate steps internals

       4+     details of optim. routine

       -M     active estimation steps. The value is the sum of (default 6)

       2      global optimization not considering lack of smoothness in m

       4      local optimization taking non-smoothness in m into consideration

       -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-5,2,0)

       -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-5,5,0)

       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   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

       gbaepfit -m 1 -M 4 <file
              estimate bl,br,al,ar with m=1 and skipping initial global optimization

AUTHOR

       Written by Giulio Bottazzi

REPORTING BUGS

       Report bugs to <gbutils@googlegroups.com>

       Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

COPYRIGHT

       Copyright © 2001-2018 Giulio Bottazzi This program is free  software;  you  can  redistribute  it  and/or
       modify it under the terms of the GNU General Public License (version 2) as published by the Free Software
       Foundation;

       This  program  is  distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even
       the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General  Public
       License for more details.

gbaepfit 6.2                                        June 2021                                        GBAEPFIT(1)