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 |
| Reference manual: | GSM.pdf |
| Package source: | GSM_1.3.1.tar.gz |
| Windows binaries: | r-devel: GSM_1.3.1.zip, r-release: GSM_1.3.1.zip, r-oldrel: GSM_1.3.1.zip |
| OS X Snow Leopard binaries: | r-release: GSM_1.3.1.tgz, r-oldrel: GSM_1.3.1.tgz |
| OS X Mavericks binaries: | r-release: GSM_1.3.1.tgz |
| Old sources: | GSM archive |