GSM (1.2)

Gamma Shape Mixture.

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.

Maintainer: Sergio Venturini
Author(s): Sergio Venturini

License: GPL (>= 2)

Uses: gtools
Reverse suggests: fitteR

Released almost 10 years ago.