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.

Package details

AuthorSergio Venturini
MaintainerSergio Venturini <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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GSM documentation built on May 1, 2019, 8:02 p.m.