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 |
| Depends: | gtools, methods, utils |
| Published: | 2012-03-07 |
| Author: | Sergio Venturini |
| Maintainer: | Sergio Venturini <sergio.venturini at unibocconi.it> |
| License: | GPL (≥ 2) |
| URL: | http://projecteuclid.org/euclid.aoas/1215118537 |
| NeedsCompilation: | no |
| In views: | Cluster, Distributions |
| CRAN checks: | GSM results |
| Package source: | GSM_1.3.tar.gz |
| MacOS X binary: | GSM_1.3.tgz |
| Windows binary: | GSM_1.3.zip |
| Reference manual: | GSM.pdf |
| Old sources: | GSM archive |