GSM: 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.

Version: 1.3.1
Depends: gtools, methods, utils
Published: 2014-02-24
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

Downloads:

Reference manual: GSM.pdf
Package source: GSM_1.3.1.tar.gz
MacOS X binary: GSM_1.3.1.tgz
Windows binary: GSM_1.3.1.zip
Old sources: GSM archive