reciprocal of the shape parameter, as in GammaDist.
alpha
outside the interval (alpha, 1 - alpha) the quantiles are found by searching for the root of F(x) - p = 0.
br
a vector containing the end-points of the interval to be searched for the root.
lower.t
logical; if TRUE (default), probabilities are P[X <= x]<="" em=""> otherwise, P[X > x].=>
Value
dgsm gives the density, pgsm gives the distribution function, qgsm gives the quantile function, and rgsm generates random deviates.
Details
The parametrisation implemented in this function is described in Venturini et al. (2008).
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