summary-methods: Summarizing Gamma Shape Mixtures

In GSM: Gamma Shape Mixture

Description

summary method for class "gsm". This function allows to summarize the output of a Gamma Shape Mixture estimate procedure like estim.gsm or estim.gsm_theta.

Usage

## S4 method for signature 'gsm'
summary(object, plot = FALSE, start = 1, ...)

Arguments

object	object of class "gsm"; a list returned by the estim.gsm or estim.gsm_theta functions.
plot	logical; if TRUE produces a bar plot of the mixture weights posterior means.
start	MCMC run to start from.
...	further arguments passed to or from other methods.

Value

The function summary computes and returns a list of summary statistics of the fitted gamma shape mixture given in object, in particular

theta	summary index of the theta parameter posterior draws.
weight posterior means	vector of the mixture weights posterior means.

Author(s)

Sergio Venturini [e-mail]

References

Venturini, S., Dominici, F. and Parmigiani, G. (2008), "Gamma shape mixtures for heavy-tailed distributions". Annals of Applied Statistics, Volume 2, Number 2, 756–776. http://projecteuclid.org/euclid.aoas/1215118537

See Also

estim.gsm, estim.gsm_theta, plot-methods, predict-methods.

Examples

set.seed(2040)
y <- rgsm(500, c(.1, .3, .4, .2), 1)
burnin <- 5
mcmcsim <- 10
J <- 250
gsm.out <- estim.gsm(y, J, 300, burnin + mcmcsim, 6500, 340, 1/J)
summary(gsm.out, TRUE, start = (burnin + 1))

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