CRAN/E | GB2

GB2

Generalized Beta Distribution of the Second Kind

Installation

About

Package GB2 explores the Generalized Beta distribution of the second kind. Density, cumulative distribution function, quantiles and moments of the distributions are given. Functions for the full log-likelihood, the profile log-likelihood and the scores are provided. Formulas for various indicators of inequality and poverty under the GB2 are implemented. The GB2 is fitted by the methods of maximum pseudo-likelihood estimation using the full and profile log-likelihood, and non-linear least squares estimation of the model parameters. Various plots for the visualization and analysis of the results are provided. Variance estimation of the parameters is provided for the method of maximum pseudo-likelihood estimation. A mixture distribution based on the compounding property of the GB2 is presented (denoted as "compound" in the documentation). This mixture distribution is based on the discretization of the distribution of the underlying random scale parameter. The discretization can be left or right tail. Density, cumulative distribution function, moments and quantiles for the mixture distribution are provided. The compound mixture distribution is fitted using the method of maximum pseudo-likelihood estimation. The fit can also incorporate the use of auxiliary information. In this new version of the package, the mixture case is complemented with new functions for variance estimation by linearization and comparative density plots.

Key Metrics

Version 2.1.1
R ≥ 3.1.0
Published 2022-06-22 646 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks GB2 results

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Maintainer

Maintainer

Desislava Nedyalkova

desislava.nedyalkova@gmail.com

Authors

Monique Graf
Desislava Nedyalkova.

Material

Reference manual
Package source

In Views

Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

GB2 archive

Depends

R ≥ 3.1.0

Imports

cubature
hypergeo
laeken
numDeriv
stats
survey

Suggests

simFrame

Reverse Imports

GB2group
Kernelheaping
sdPrior