NAME

       gblaepfit - Fit a less asymmetric power exponential density

SYNOPSIS

       gblaepfit [options] [files]

DESCRIPTION

       Fit skewed power exponential density. Read from files or from standard input

              Options: -O  output type (default 0)

       0      parameter bl br a m and log-likelihood

       1      the estimated distribution function computed on the provided points

       2      the estimated density function computed on the provided points

       -x     set initial conditions bl,br,a,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      intermediate steps results

       2      intermediate steps internals

       3+     details of optim. routine

       -M     active estimation steps. The value is the sum of (default 1)

       0      no optimization

       1      global and local optimization

       -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)

       -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   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
              estimate bl,br,a with m=1

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.

gblaepfit 6.2                                       June 2021                                       GBLAEPFIT(1)