Tsallis q-Exp Distribution
Tsallis distribution also known as the q-exponential family distribution. Provide distribution d, p, q, r functions, fitting and testing functions. Project initiated by Paul Higbie and based on Cosma Shalizi's code.
=== tsallisqexp: Q-exp (also called Tsallis) distribution ===
- remove error when rebuilding vignettes on CRAN on r-oldrel-osx-x86_64.
- initial release for CRAN.
- initial release as a true R package.
- bug fixes in (d,p,q)tsal.tail and tsal.mle.equation functions.
- remove NaN sometimes produced by (d,p,q)tsal(.tail) and tsal.mle.equation functions.
- Updated version (0.2.1) finished on 6 February 2007:
- Added optional multiplier argument to tsal.total.magnitude
- Updated version (0.2) finished on 5 February 2007:
- Lifted constraints in fitting functions that shape and scale be > 0,
as negative values correspond to q < 1, and are perfectly OK
- tsal.mle.equation now uses two brackets, one for positive and one
for negative scale; tsal.mle.direct still called if neither works
- tsal.mle.direct now uses two initial conditions, one for q > 1 and one
for q < 1, goes with the higher likelihood
- dtsal and dtsal.tail now only evaluate log(shape/scale), rather than
log(shape) - log(scale)
- Added tsal.mean to calculate the expectation value
- Added tsal.total.magnitude to estimate the total size and number of
objects in a population sampled from the tail, per Doug White
- Updated version (0.1) finished on 30 January 2007:
- added right-tail-conditional versions of d/p/q/r tsal for censored data
- ordinary d/p/q/r tsal, loglike now take xmin argument, defaulting to 0
- MLEs now take xmin argument, defaulting to zero
- tsal.mle.equation checks whether initial bracket of root makes sense,
if not, passes job to tsal.mle.direct (slower but always sensible)
- tsal.fit records method used
- tsal.bootstrap.errors takes method argument
- tsal.bootstrap.errors takes xmin argument
- added tsal.fisher to calculate Fisher information matrix
- tsal.fit added "leastsquares" method as alias for "curvefit"
- Preliminary version (0.0) finished on 28 January 2007.