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.

Install the latest version of this package by entering the following in R:
install.packages("GSM")
AuthorSergio Venturini
Date of publication2015-07-08 00:27:06
MaintainerSergio Venturini <sergio.venturini@unibocconi.it>
LicenseGPL (>= 2)
Version1.3.2
http://projecteuclid.org/euclid.aoas/1215118537

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.