GSM (version 1.3.2)

Gamma Shape Mixture

Description

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.

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Install

install.packages('GSM')

Monthly Downloads

221

Version

1.3.2

License

GPL (>= 2)

Last Published

July 7th, 2015

Functions in GSM (1.3.2)