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 <[email protected]>
LicenseGPL (>= 2)
Version1.3.2
URL http://projecteuclid.org/euclid.aoas/1215118537
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GSM")

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GSM documentation built on May 1, 2019, 8:02 p.m.