Package: GEC 0.1.0

Bowen Liu

GEC: Generalized Exponentiated Composite Distributions

The framework of the estimation, sampling, and hypotheses testing for two special distributions (Exponentiated Exponential-Pareto and Exponentiated Inverse Gamma-Pareto) within the family of Generalized Exponentiated Composite distributions.

Authors:Bowen Liu [aut, cre], Malwane M.A. Ananda [aut]

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GEC.pdf |GEC.html✨
GEC/json (API)

# Install 'GEC' in R:
install.packages('GEC', repos = c('https://liuaber.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/liuaber/gec/issues

On CRAN:

2.70 score 154 downloads 35 exports 8 dependencies

Last updated 1 years agofrom:e32941f7e7. Checks:OK: 1 NOTE: 4 ERROR: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-winNOTENov 21 2024
R-4.5-linuxNOTENov 21 2024
R-4.4-winNOTENov 21 2024
R-4.4-macERRORNov 21 2024
R-4.3-winNOTENov 21 2024
R-4.3-macERRORNov 21 2024

Exports:asymptotic_eepasymptotic_eigpcdf_eepcdf_eigpeep_nlleep_optimeep_samplingeigp_nlleigp_optimeigp_samplingexp_eephazard_eephazard_eigpinv_gamma_eigpLRT_eepLRT_eigpmle_eepmle_eigpmle_iter_eepmle_iter_eigpmle_search_eepmle_search_eigpneg_log_eepneg_log_eigppareto_eeppareto_eigppdf_eeppdf_eigpq_eepq_eigpraw_est_eepraw_est_eigpse_eepse_eigpvalidation

Dependencies:bbmlebdsmatrixlatticeMASSMatrixmistrmvtnormnumDeriv

Readme and manuals

Help Manual

Help pageTopics
Asymptotic Wald's test for testing the exponent in a EEP model.asymptotic_eep
Asymptotic Wald's test for testing the exponent in a EIGP model.asymptotic_eigp
The cumulative distribution function of EEP.cdf_eep
The cumulative distribution function of EIGP.cdf_eigp
The EEP negative log-likelihood function.eep_nll
The wrapper function that returns the final estimates from Maximum Likelihood Estimation.eep_optim
Sampling from EEP distribution.eep_sampling
The EIGP negative log-likelihood function.eigp_nll
The wrapper function that returns the final estimates from Maximum Likelihood Estimation.eigp_optim
Sampling from EIGP distribution.eigp_sampling
The negative log density of a sample item if it follows exponential in a EEP modelexp_eep
The hazard function of EEP.hazard_eep
The hazard function of EIGP.hazard_eigp
The negative log density of a sample item if it follows inverse gamma in a EIGP modelinv_gamma_eigp
Likelihood Ratio Test (LRT) for the exponent parameter in EEP model.LRT_eep
Likelihood Ratio Test (LRT) for the exponent parameter in EIGP model.LRT_eigp
Analytical solution of theta given eta in EEP model.mle_eep
Analytical solution of theta given eta in EIGP model.mle_eigp
Iteration function to find the analytical solution of theta given eta and data in EEP model.mle_iter_eep
Iteration function to find the analytical solution of theta given eta and data in EIGP model.mle_iter_eigp
The grid search procedure for parameter estimation of EEP.mle_search_eep
The grid search procedure for parameter estimation of EIGP.mle_search_eigp
The negative log likelihood function for EEP distribution.neg_log_eep
The negative log likelihood function for EIGP distribution.neg_log_eigp
The negative log density of a sample item if it follows Pareto in a EEP modelpareto_eep
The negative log density of a sample item if it follows Pareto in a EIGP modelpareto_eigp
The probability function of EEP.pdf_eep
The probability density function of EIGP.pdf_eigp
The quantile function of EEP.q_eep
The quantile function of EIGP.q_eigp
The optimization function for EEP maximum likelihood estimation.raw_est_eep
The optimization function for EIGP maximum likelihood estimation.raw_est_eigp
The function for calculating the standard errors of the parameters of EEP model.se_eep
The function for calculating the standard errors of the parameters of EIGP model.se_eigp
The validation function for model parameters.validation