Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)
Fit an Asymmetric Laplace Distribution via maximum likelihood
Returns density from Asymmetric Laplace Distribution
Returns density from the AEP Distribution
Returns density from Laplace Distribution
Returns density from EP Distribution
Returns density from Skewed Exponential Power distribution
Returns density from Subbotin Distribution
Fit a Laplace Distribution via maximum likelihood
Returns CDF from Asymmetric Laplace Distribution
Returns CDF from the AEP Distribution
Returns CDF from the Laplace Distribution
Returns CDF from EP Distribution
Returns CDF from the Skewed Exponential Power distribution
Returns CDF from Subbotin Distribution
Returns quantile from Asymmetric Laplace Distribution
Returns CDF from the AEP Distribution
Returns quantile from Laplace Distribution
Returns quantile from EP Distribution
Returns quantile from the Skewed Exponential Power distribution
Returns CDF from Subbotin Distribution
Generates an Asymmetric Laplace-distributed sample
Produces a random sample from a Asymmetric Power Exponential distribut...
Produces a random sample from a Asymmetric Power Exponential distribut...
Generates a Gamma-distributed sample
Generates a Laplace-distributed sample
Generates a random sample from a Exponential Power distribution
Produces a random sample from a Subbotin distribution
Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Gener...
Fit a Skewed Exponential Power density via maximum likelihood
Returns the Fisher Information matrix and its inverse for the AEP
Fit an Asymmetric Power Exponential density via maximum likelihood
Return the Fisher Information Matrix for the Subbotin Distribution
Fit a power exponential density via maximum likelihood
Fit a (Less) Asymmetric Power Exponential density via maximum likeliho...
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.