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.


News

CHANGES IN coga VERSION 1.0.0

MAJOR CHANGES

  • Re-document whole package, including object documentation, vignette and etc.

CHANGES IN coga VERSION 0.2.2

MAJOR CHANGES

  • Rewrite function dcoga2dim and pcoga2dim to make it faster and more robust.

  • Rewrite function dcoga to make it can handle wider ranges of parameters and x.

  • Add new function dcoga_approx and pcoga_approx for approximation method, that can impove the speed of code under three or more variables case.

MINOR CHANGES

  • Remove microbenchmark from Suggests according to the requirement from CRAN.

  • Move vignette to inst in order to pass the cran check with devel R.

CHANGES IN coga VERSION 0.2.1

MINOR CHANGES

  • Rename variable sun to starn, in order to meet the requirement of solaris.

  • Remove RcppGSL from import.

CHANGES IN coga VERSION 0.2.0

MAJOR CHANGES

  • Create 'coga.h' and 'coga_RcppExports.h' to make C++ code can be called directly.

  • Modify parameter shape and rate recycling work. When the length of one parameter is not a multiple of another, dcoga, pcoga, and rcoga will return a warning.

  • Add functions, dcoga2dim, and pcoga2dim, in order to achieve higher performance under situation of convolution of two gamma distributions.

  • Add function, pcoga2dim_diff_shape, in order to implementing the recurrence identity of shape parameter of convolution of two gamma distributions distribution function.

MINOR CHANGES

  • Update CRAN URL and BugReport URL from bitbucket to github.

  • Update Vignette.

CHANGES IN coga VERSION 0.1.0

NEW FEATURES

  • The first version of coga providing dcoga for density function of convolution of gamma distributions, pcoga for distribution function of convolution of gamma distributions, and rcoga for simulating sample from convolution of gamma distributions.

Reference manual

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install.packages("coga")

1.0.0 by Chaoran Hu, a year 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  


Task views: Probability Distributions


GPL (>= 3.0) license


Imports stats, Rcpp

Suggests testthat, R.rsp

Linking to Rcpp, RcppGSL

System requirements: GNU GSL


See at CRAN