GSM
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.
- Version1.3.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release07/08/2015
Documentation
Team
Sergio Venturini
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