cjohnst5/GBdistributiontree
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This library holds most of the distributions found in the GB family (refer to Gbdistributiontree). The most flexible distribution included, the GB, takes 5 parameters a, b, c, p, q. All the rest of these distributions are special cases of the GB, and take on 4 or less parameters. Included distributions with their required parameters (These can be found in the gb2library.py): *Gb(a, b, c, p, q) Generalized Beta Gb1(a, b, p, q) Generalized Beta of the 1st kind Gb2(a, b, p, q) Generalized Beta of the 2nd kind B1(b, p, q) Beta of the 1st kind GG(a, b, p) Generalized Gamma B2(b, p, q) Beta of the 2nd kind Br12(a, b, q) Burr 12 (Singh-Maddala) Br3(a, b, p) Burr 3 (Dagum) **Pareto(b, p) Pareto Ln(u, sig) Lognormal GA(b, p) Gamma F(b, q) F-distribution W(a,b) Weibull distribution **L(b, q) Lomax InvL(b, q) Inverse Lomax Fisk(a, b) Fisk Chi2(p***) Chi square Exp(b) Exponential distribution Loglog(b) Loglogistic distribution ***p = degrees of freedomm *Gb distribution only includes pdf method. ** Pareto and Lomax distribution's loglikelihood methods do not take the natural log of the parameters, but the parameters themselves (see loglike method below) Methods included: pdf(y): the distribution's pdf evaluated at the point, or array of points, given cdf(y): the distribution's cdf evaluated at the point, or array of points, given mom(h): The hth moment of the distribution. mean(): std(): skew(): kurt(): loglike(data, logparavec, sign=1): The loglikelikelihood function evaluated for a set of data. Use this function for MLE of the distribution parameters. Except for the Pareto and the Lomax, all distributions take the natural log of the parameters so optimization methods are constrained to estimate postive a, b, p, q parameters. Since Python's optimization methods are usually minimization methods, sign=-1 switches the maximization problem to the minimization problem.
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GB distribution's special cases including the GB1, GB2, Generalized gamma and Weibull distributions
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