Package: GSM 1.3.2

Sergio Venturini

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.

Authors:Sergio Venturini

GSM_1.3.2.tar.gz
GSM_1.3.2.tar.gz(r-4.5-noble)GSM_1.3.2.tar.gz(r-4.4-noble)
GSM_1.3.2.tgz(r-4.4-emscripten)GSM_1.3.2.tgz(r-4.3-emscripten)
GSM.pdf |GSM.html✨
GSM/json (API)

# Install 'GSM' in R:
install.packages('GSM', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 264 downloads 40 mentions 10 exports 1 dependencies

Last updated 10 years agofrom:053a0b3600. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 17 2025
R-4.5-linuxOKMar 17 2025
R-4.4-linuxOKMar 17 2025

Exports:allcurves.qdgsmestim.gsmestim.gsm_thetapgsmplotpredictqgsmrgsmsummary

Dependencies:gtools

Citation

To cite package ‘GSM’ in publications use:

Venturini S (2015). GSM: Gamma Shape Mixture. R package version 1.3.2, https://CRAN.R-project.org/package=GSM.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {GSM: Gamma Shape Mixture},
    author = {Sergio Venturini},
    year = {2015},
    note = {R package version 1.3.2},
    url = {https://CRAN.R-project.org/package=GSM},
  }

Readme and manuals

Help Manual

Help pageTopics
Estimation of a Gamma Shape Mixture ModelGSM-package
Utility Functionallcurves.q
Estimation of a Gamma Shape Mixture Model (GSM) with collapsingestim.gsm
Estimation of a Gamma Shape Mixture Model (GSM)estim.gsm_theta
Class "gsm". Result of Gamma Shape Mxiture Estimation.gsm-class initialize,gsm-method
Utility Functiondgsm GSMDist pgsm qgsm rgsm
Plot of a Gamma Shape Mixture Modelplot,ANY,ANY-method plot,gsm,missing-method plot-methods
Tail Probability Estimation for a Gamma Shape Mixture Modelpredict,ANY-method predict,gsm-method predict-methods
Summarizing Gamma Shape Mixturessummary,ANY-method summary,gsm-method summary-methods