This package implements a Bayesian approach for estimation of 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.
| Version: | 0.1-2 |
| Depends: | gtools |
| Published: | 2007-08-09 |
| Author: | Sergio Venturini |
| Maintainer: | Sergio Venturini <sergio.venturini at unibocconi.it> |
| License: | GPL (≥ 2) |
| URL: | http://www.bepress.com/jhubiostat/paper124 |
| In views: | Cluster, Distributions |
| CRAN checks: | GSM results |
| Package source: | GSM_0.1-2.tar.gz |
| MacOS X binary: | GSM_0.1-2.tgz |
| Windows binary: | GSM_0.1-2.zip |
| Reference manual: | GSM.pdf |
| Old sources: | GSM archive |