README.md

In wiscstatman/GammaRank: A package to compute rank order probabilities of gamma variables

GammaRank

This R package calculates the probability that a set of independent gamma (or normal) variates attains a certain order. For the Gamma case, it takes as input a vector of shape and scale parameters. Of course, all orders are equally probable (1/n!) if the parameters are shared among the variables, but the rank probability is much more difficult to compute in the general case.

The package deploys a special dynamic programming scheme described in a manuscript in preparation.

Installation

library(devtools)

install_github("wiscstatman/GammaRank")

wiscstatman/GammaRank documentation built on Oct. 30, 2022, 10:23 p.m.