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 ===

Version 0.9-3

  • remove error when rebuilding vignettes on CRAN on r-oldrel-osx-x86_64.

Version 0.9-2

  • update for R 3.3.0.

Version 0.9-1

  • initial release for CRAN.

Version 0.9-0

  • 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.

Version 0.2-0

  • Updated version (0.2.1) finished on 6 February 2007:
  1. Added optional multiplier argument to tsal.total.magnitude

Version 0.2-0

  • Updated version (0.2) finished on 5 February 2007:
  1. Lifted constraints in fitting functions that shape and scale be > 0, as negative values correspond to q < 1, and are perfectly OK
  2. tsal.mle.equation now uses two brackets, one for positive and one for negative scale; tsal.mle.direct still called if neither works
  3. tsal.mle.direct now uses two initial conditions, one for q > 1 and one for q < 1, goes with the higher likelihood
  4. dtsal and dtsal.tail now only evaluate log(shape/scale), rather than log(shape) - log(scale)
  5. Added tsal.mean to calculate the expectation value
  6. Added tsal.total.magnitude to estimate the total size and number of objects in a population sampled from the tail, per Doug White

Version 0.1-0

  • Updated version (0.1) finished on 30 January 2007:
  1. added right-tail-conditional versions of d/p/q/r tsal for censored data
  2. ordinary d/p/q/r tsal, loglike now take xmin argument, defaulting to 0
  3. MLEs now take xmin argument, defaulting to zero
  4. tsal.mle.equation checks whether initial bracket of root makes sense, if not, passes job to tsal.mle.direct (slower but always sensible)
  5. tsal.fit records method used
  6. tsal.bootstrap.errors takes method argument
  7. tsal.bootstrap.errors takes xmin argument
  8. added tsal.fisher to calculate Fisher information matrix
  9. tsal.fit added "leastsquares" method as alias for "curvefit"

Version 0.0-0

  • Preliminary version (0.0) finished on 28 January 2007.

Reference manual

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0.9-4 by Christophe Dutang, 8 months ago

Browse source code at https://github.com/cran/tsallisqexp

Authors: Cosma Shalizi [aut] (original R code) , Christophe Dutang [cre] (R code packaging)

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

See at CRAN