CRAN
GB2 1.2
Generalized Beta Distribution of the Second Kind: properties, likelihood, estimation.
Released Jun 25, 2014 by Desislava Nedyalkova
Dependencies
hypergeo 1.2-13 laeken 0.4.6 cubature 1.4 numDeriv 2016.8-1
GB2 is a simple package that 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. Formulae for various indicators of inequality and poverty under the GB2 are implemented. The GB2 is fitted using 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 compound distribution based on the GB2 is presented. This compound distribution can be calculated by a left or right tail decomposition. Density, cumulative distribution function, moments and quantiles for the compound distribution can be calculated. The compound distribution is fitted using the method of maximum likelihood estimation. The fit can be also adapted for the use of auxiliary information.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>GB2</artifactId>
<version>1.2-b242</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:GB2')
Test Results
This package was last tested against Renjin 0.9.2687 on Aug 25, 2018.