CRAN

GB2group 0.2.0

Estimation of the Generalised Beta Distribution of the Second Kind from Grouped Data

Released Feb 21, 2019 by Vanesa Jorda

This package is available for Renjin and there are no known compatibility issues.

Dependencies

ineq 0.2-13 numDeriv 2016.8-1 minpack.lm 1.2-1 GB2 1.2

Estimation of the generalized beta distribution of the second kind (GB2) and related models using grouped data in form of income shares. The GB2 family is a general class of distributions that provides an accurate fit to income data. 'GB2group' includes functions to estimate the GB2, the Singh-Maddala, the Dagum, the Beta 2, the Lognormal and the Fisk distributions. 'GB2group' deploys two different econometric strategies to estimate these parametric distributions, non-linear least squares (NLS) and the generalised method of moments (GMM). Asymptotic standard errors are reported for the GMM estimates. Standard errors of the NLS estimates are obtained by Monte Carlo simulation. See Jorda et al. (2018) for a detailed description of the estimation procedure.

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>GB2group</artifactId>
    <version>0.2.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:GB2group')

Test Results

This package was last tested against Renjin 0.9.2724 on Feb 23, 2019.

Source

R

View GitHub Mirror

Release History