Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)
Overview
Create densities, probabilities, random numbers, quantiles, and maximum likelihood estimation for several distributions, mainly the symmetric and asymmetric power exponential (AEP), a.k.a. the Subbottin family of distributions, also known as the generalized error distribution. Estimation is made using the design of Bottazzi (2004) https://ideas.repec.org/p/ssa/lemwps/2004-14.html, where the likelihood is maximized by several optimization procedures using the 'GNU Scientific Library (GSL)', translated to 'C++' code, which makes it both fast and accurate. The package also provides methods for the gamma, Laplace, and Asymmetric Laplace distributions.
- Fixed a segfault when the initial m was below all observations in the sample. if m were smaller than all elements, the interval optimization step would try to access an element smaller than 0 in the data vector, throwing a segfault.
- Fixed errors when providing the mean (m parameter) to several estimators. There were some errors with labels on the matrices for several routines when the value for the mean was given, instead of estimated. Also, in the subboafit/subbofit routine the m parameter given was not being respected, since the interval optimization was still being performed.
- Improved documentation on default parameters for several functions.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 34 (1 internal)includes a package overview page
- Examples that run
- 100%13 run in a plain check
- Exported functions with examples
- 39%
- Documented parameters
- 80%
- Return-value docs
- 100%
- Help pages citing references
- 0%
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Repository
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- RR 4.6.0 released · 2026-04-24
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- 0.0.0.92025-04-16
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-04-16
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 127 KB
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