GSMDist {GSM}R Documentation

Utility function

Description

Density function evaluation for a Gamma Shape Mixture Model.

Usage

   dgsm(x,weight,rateparam)
   pgsm(q,weight,rateparam)
   rgsm(n,weight,rateparam)

Arguments

x, q vector of quantiles.
n number of observations.
weight vector of mixture weights.
rateparam reciprocal of the shape parameter, as in GammaDist.

Details

The parametrisation implemented in this function is described in Venturini et al. (2006).

Value

dgsm gives the density, pgsm gives the distribution function, and rgsm generates random deviates.

Author(s)

Sergio Venturini sergio.venturini@unibocconi.it

References

Venturini, S., Dominici, F., and Parmigiani, G., "Gamma Shape Mixtures for Heavy-Tailed Distributions" (December 2006). Johns Hopkins University, Dept. of Biostatistics Working Papers. Working Paper 124. http://www.bepress.com/jhubiostat/paper124

See Also

dgamma, pgamma, rgamma.


[Package GSM version 0.1-2 Index]