summary method for class "gsm". This function allows to summarize the output of a Gamma Shape Mixture estimate procedure like estim.gsm or estim.gsm_theta.
estim.gsm
(Package: GSM) :
Estimation of a Gamma Shape Mixture Model (GSM) with collapsing
This function provides the inferential algorithm to estimate a mixture of gamma distributions in which the mixing occurs over the shape parameter. It implements the collapsing approach for the GSM model, as discussed in Venturini et al. (2008).
estim.gsm_theta
(Package: GSM) :
Estimation of a Gamma Shape Mixture Model (GSM)
This function provides the inferential algorithm to estimate a mixture of gamma distributions in which the mixing occurs over the shape parameter. It implements the standard approach for the GSM model, as discussed in Venturini et al. (2008).
predict-methods
(Package: GSM) :
Tail Probability Estimation for a Gamma Shape Mixture Model
predict method for class "gsm". This function allows to estimate the tail probability of a Gamma Shape Mixture Model using the output of the estim.gsm or estim.gsm_theta procedures.
GSM-package
(Package: GSM) :
Estimation of a Gamma Shape Mixture Model
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. See Venturini et al. (2008).