Generalized Exponentiated Composite Distributions

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Documentation for package ‘GEC’ version 0.1.0

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asymptotic_eep Asymptotic Wald's test for testing the exponent in a EEP model.
asymptotic_eigp Asymptotic Wald's test for testing the exponent in a EIGP model.
cdf_eep The cumulative distribution function of EEP.
cdf_eigp The cumulative distribution function of EIGP.
eep_nll The EEP Negative Log-likelihood Function.
eep_optim The Wrapper Function that Returns the Final Estimates from Maximum Likelihood Estimation for EEP.
eep_sampling The Random Number Generation Function for EIGP
eigp_nll The EIGP Negative Log-likelihood Function.
eigp_optim The Wrapper Function that Returns the Final Estimates from Maximum Likelihood Estimation for EIGP.
eigp_sampling The Random Number Generation Function for EIGP
exp_eep The negative log density of a sample item if it follows exponential in a EEP model
hazard_eep The hazard function of EEP.
hazard_eigp The hazard function of EIGP.
inv_gamma_eigp The negative log density of a sample item if it follows inverse gamma in a EIGP model
LRT_eep Likelihood Ratio Test (LRT) for the exponent parameter in EEP model.
LRT_eigp Likelihood Ratio Test (LRT) for the exponent parameter in EIGP model.
mle_eep Analytical solution of theta given eta in EEP model.
mle_eigp Analytical solution of theta given eta in EIGP model.
mle_iter_eep Iteration function to find the analytical solution of theta given eta and data in EEP model.
mle_iter_eigp Iteration function to find the analytical solution of theta given eta and data in EIGP model.
mle_search_eep The grid search procedure for parameter estimation of EEP.
mle_search_eigp The grid search procedure for parameter estimation of EIGP.
neg_log_eep The negative log likelihood function for EEP distribution.
neg_log_eigp The negative log likelihood function for EIGP distribution.
pareto_eep The negative log density of a sample item if it follows Pareto in a EEP model
pareto_eigp The negative log density of a sample item if it follows Pareto in a EIGP model
pdf_eep The probability function of EEP.
pdf_eigp The probability density function of EIGP.
q_eep The quantile function of EEP.
q_eigp The quantile function of EIGP.
raw_est_eep The Optimization Function for EEP Maximum Likelihood Estimation.
raw_est_eigp The Optimization Function for EIGP Maximum Likelihood Estimation.
se_eep The function for calculating the standard errors of the parameters of EEP model.
se_eigp The function for calculating the standard errors of the parameters of EIGP model.
validation The validation Function for Model Parameters.