GSM (1.3.2)

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Gamma Shape Mixture.

http://projecteuclid.org/euclid.aoas/1215118537
http://cran.r-project.org/web/packages/GSM

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.

Maintainer: Sergio Venturini
Author(s): Sergio Venturini

License: GPL (>= 2)

Uses: gtools

Released over 1 year ago.


6 previous versions

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