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GSM: Gamma Shape Mixture
Implementation of a Bayesian approach for estimating a mixture of gamma distributions in which the mixing occurs over the shape parameter. This family provides a flexible and novel approach for modeling heavy-tailed distributions, it is computationally efficient, and it only requires to specify a prior distribution for a single parameter.
Getting started
Browse package contents
Package details |
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| Author | Sergio Venturini |
| Maintainer | Sergio Venturini <sergio.venturini@unibocconi.it> |
| License | GPL (>= 2) |
| Version | 1.3.2 |
| URL | http://projecteuclid.org/euclid.aoas/1215118537 |
| Package repository | View on CRAN |
| Installation |
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