GSM: Gamma Shape Mixture
Version 1.3.2

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.

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

Getting started

Package overview

Popular man pages

allcurves.q: Utility Function
estim.gsm: Estimation of a Gamma Shape Mixture Model (GSM) with...
gsm-class: Class "gsm". Result of Gamma Shape Mxiture Estimation.
GSMDist: Utility Function
GSM-package: Estimation of a Gamma Shape Mixture Model
plot-methods: Plot of a Gamma Shape Mixture Model
summary-methods: Summarizing Gamma Shape Mixtures
See all...

All man pages Function index File listing

Man pages

allcurves.q: Utility Function
estim.gsm: Estimation of a Gamma Shape Mixture Model (GSM) with...
estim.gsm_theta: Estimation of a Gamma Shape Mixture Model (GSM)
gsm-class: Class "gsm". Result of Gamma Shape Mxiture Estimation.
GSMDist: Utility Function
GSM-package: Estimation of a Gamma Shape Mixture Model
plot-methods: Plot of a Gamma Shape Mixture Model
predict-methods: Tail Probability Estimation for a Gamma Shape Mixture Model
summary-methods: Summarizing Gamma Shape Mixtures

Functions

GSM-package Man page
GSMDist Man page
allcurves.q Man page Source code
dgsm Man page Source code
estim.gsm Man page Source code
estim.gsm_theta Man page Source code
gsm-class Man page
initialize,gsm-method Man page
onAttach Source code
pgsm Man page Source code
plot,ANY,ANY-method Man page
plot,gsm,missing-method Man page
plot,gsm-method Man page
plot-methods Man page
predict,ANY-method Man page
predict,gsm-method Man page Man page
predict-methods Man page
qgsm Man page Source code
rgsm Man page Source code
summary,ANY-method Man page
summary,gsm-method Man page Man page
summary-methods Man page

Files

tests
tests/test.R
NAMESPACE
R
R/AllClasses.R
R/GSM.R
MD5
DESCRIPTION
man
man/GSMDist.Rd
man/summary-methods.Rd
man/allcurves.q.Rd
man/estim.gsm.Rd
man/gsm-class.Rd
man/estim.gsm_theta.Rd
man/plot-methods.Rd
man/predict-methods.Rd
man/GSM-package.Rd
GSM documentation built on May 19, 2017, 7:54 a.m.

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

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

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