R: Class "gsm". Result of Gamma Shape Mxiture Estimation.
gsm-class
R Documentation
Class "gsm". Result of Gamma Shape Mxiture Estimation.
Description
This class encapsulates results of a Gamma Shape Mixture estimation procedure.
Objects from the Class
Objects can be created by calls of the form new("gsm", fdens, theta, weight, data), but most often as the result of a call to estim.gsm or estim.gsm_theta.
Slots
fdens:
Object of class "matrix"; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture density.
theta:
Object of class "numeric"; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture scale parameter.
weight:
Object of class "matrix"; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture weights.
label:
Object of class "matrix"; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture lables.
Venturini, S., Dominici, F. and Parmigiani, G. (2008), "Gamma shape mixtures for heavy-tailed distributions". Annals of Applied Statistics, Volume 2, Number 2, 756–776.
http://projecteuclid.org/euclid.aoas/1215118537