Gamma Shape Mixture

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.


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Reference manual

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install.packages("GSM")

1.3.2 by Sergio Venturini, 5 years ago


http://projecteuclid.org/euclid.aoas/1215118537


Browse source code at https://github.com/cran/GSM


Authors: Sergio Venturini


Documentation:   PDF Manual  


Task views: Cluster Analysis & Finite Mixture Models, Probability Distributions


GPL (>= 2) license


Imports graphics, grDevices, stats

Depends on gtools, methods, utils


Suggested by fitteR.


See at CRAN