GSMDist {GSM} | R Documentation |
Density function evaluation for a Gamma Shape Mixture Model.
dgsm(x,weight,rateparam) pgsm(q,weight,rateparam) rgsm(n,weight,rateparam)
x, q |
vector of quantiles. |
n |
number of observations. |
weight |
vector of mixture weights. |
rateparam |
reciprocal of the shape parameter, as in GammaDist . |
The parametrisation implemented in this function is described in Venturini et al. (2006).
dgsm
gives the density, pgsm
gives the distribution function, and rgsm
generates random deviates.
Sergio Venturini sergio.venturini@unibocconi.it
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