6533b82ffe1ef96bd1295b87
RESEARCH PRODUCT
A Software Tool for the Exponential Power Distribution: The normalp Package
Mariantonietta RuggieriAngelo Mineosubject
Statistics and ProbabilityExponential distributionTheoretical computer scienceComputer scienceAsymptotic distributionDistribution fittingLaplace distributionExponential familyGamma distributionStatistics Probability and UncertaintyNatural exponential familyProbability integral transformAlgorithmlcsh:Statisticslcsh:HA1-4737exponential power distribution R estimation linear regressionSoftwaredescription
In this paper we present the normalp package, a package for the statistical environment R that has a set of tools for dealing with the exponential power distribution. In this package there are functions to compute the density function, the distribution function and the quantiles from an exponential power distribution and to generate pseudo-random numbers from the same distribution. Moreover, methods concerning the estimation of the distribution parameters are described and implemented. It is also possible to estimate linear regression models when we assume the random errors distributed according to an exponential power distribution. A set of functions is designed to perform simulation studies to see the suitability of the estimators used. Some examples of use of this package are provided.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2005-01-12 | Journal of Statistical Software |