GSM: Gamma Shape Mixture

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.

Version: 1.3.2
Depends: gtools, methods, utils
Imports: graphics, grDevices, stats
Published: 2015-07-08
Author: Sergio Venturini
Maintainer: Sergio Venturini <sergio.venturini at unibocconi.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://projecteuclid.org/euclid.aoas/1215118537
NeedsCompilation: no
In views: Cluster, Distributions
CRAN checks: GSM results

Documentation:

Reference manual: GSM.pdf

Downloads:

Package source: GSM_1.3.2.tar.gz
Windows binaries: r-devel: GSM_1.3.2.zip, r-release: GSM_1.3.2.zip, r-oldrel: GSM_1.3.2.zip
macOS binaries: r-release (arm64): GSM_1.3.2.tgz, r-oldrel (arm64): GSM_1.3.2.tgz, r-release (x86_64): GSM_1.3.2.tgz
Old sources: GSM archive

Reverse dependencies:

Reverse suggests: fitteR

Linking:

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