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.