Estimation of the Generalised Beta Distribution of the Second Kind from Grouped Data
Overview
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, the equally weighted minimum distance (EWMD) estimator and the optimally weighted minimum distance (OMD) estimator. Asymptotic standard errors are reported for the OMD estimates. Standard errors of the EWMD estimates are obtained by Monte Carlo simulation. See Jorda et al. (2018) arXiv:1808.09831 for a detailed description of the estimation procedure.
Install
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NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Vanesa Jorda <jordav@unican.es>’
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Authors@R: c(person(given = "Vanesa",
family = "Jorda",
role = c("aut", "cre"),
email = "jordav@unican.es"),
person(given = c("Jose", "Maria"),
family = "Sarabia",
role = "aut",
email = "jose.sarabia@unican.es"),
person(given = "Markus",
family = "Jäntti.",
role = "aut",
email = "markus.jantti@sofi.su.se"))
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The Description field contains
<arXiv:1808.09831> for a detailed description of the estimation
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.- NOTE11 OK, 2 NOTENow
- NOTE9 OK, 5 NOTE2026-03-10
Documentation
- Help pages
- 7
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 93%
- Return-value docs
- 100%
- Help pages citing references
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Downloads
Dependencies
Installing GB2group adds 16 packages (9 with compiled code, 15 MB of source tarballs). Heaviest: cubature 3.2 MB, laeken 2.8 MB, survey 2.3 MB.
Code & Tests
People & History
Maintainer since 0.1.0 (2018)
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- RR 4.6.0 released · 2026-04-24
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- 0.3.0Latest
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.2.0
- 0.1.02018-11-14
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-11-14
- Total releases
- 3 / 8 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.1.0
- Download size
- 20 KB
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