gbalafit - Fit an asymmetric Laplace density
Contents
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.
gbalafit 6.0.beta2 February 2019 GBALAFIT(1)
Description
Fit asymmetric Laplace density. Read data from files or from standard input With output option '4' prints
the log-likelihood as a function of m
input.
Options: -O output type (default 0)
0 parameters m al ar and negative log-likelihood
1 the estimated distribution function computed on the provided points
2 the estimated density function computed on the provided points
3 parameters m,al,ar their standard errors and correlations
4 log-likelihood profile
-m the mode is not estimated but is set to the value provided
-x initial value of m or plot range if output type is '4' (default 0)
-n number of plotted points if output type is '4' (default 10)
-V verbosity level (default 0)
0 just the final result
1 headings and summary table
2 intermediate steps results
Examples
gbalafit -m 1 <file
estimate al and ar with m=1
gbalafit -O 4 -x -1,1 <file
print the log-likelihood on a regular grid from -1 to 1. The grid has 10 points.
Name
gbalafit - Fit an asymmetric Laplace density
Reporting Bugs
Report bugs to <gbutils@googlegroups.com>
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
Synopsis
gbalafit [options] [files]
