Convolution of Gamma Distributions

Evaluation for density and distribution function of convolution of gamma distributions in R. Two related exact methods and one approximate method are implemented with efficient algorithm and C++ code. A quick guide for choosing correct method and usage of this package is given in package vignette. For the detail of methods used in this package, we refer the user to Mathai(1982), Moschopoulos(1984), Barnabani(2017), Hu et al.(2020).


Reference manual

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install.packages("coga")

1.2.3 by Chaoran Hu, 7 months ago


https://github.com/ChaoranHu/coga


Report a bug at https://github.com/ChaoranHu/coga/issues


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


Authors: Chaoran Hu [aut, cre] , Vladimir Pozdnyakov [ths] , Jun Yan [ths]


Documentation:   PDF Manual  


GPL (>= 3.0) license


Imports stats, Rcpp, cubature

Suggests testthat, R.rsp

Linking to Rcpp, RcppGSL

System requirements: GNU GSL


See at CRAN