The Gamma Mixture Distribution
The gamma mixture density and auxiliary functions.
mixgamma(..., param = c("ab", "ms", "mn"), likelihood = c("poisson",
"exp"))
ms2gamma(m, s, drop = TRUE)
mn2gamma(m, n, likelihood = c("poisson", "exp"), drop = TRUE)
## S3 method for class 'gammaMix'
summary(object, probs = c(0.025, 0.5, 0.975), ...)
## S3 method for class 'gammaPoissonMix'
summary(object, probs = c(0.025, 0.5, 0.975),
...)... |
List of mixture components. |
param |
Determines how the parameters in the list are interpreted. See details. |
likelihood |
Defines with what likelihood the Gamma density is used (Poisson or Exp). Defaults to |
m |
Vector of means of the Gamma mixture components |
s |
Vector of standard deviations of the gamma mixture components, |
drop |
Delete the dimensions of an array which have only one level. |
n |
Vector of sample sizes of the Gamma mixture components. |
object |
Gamma mixture object. |
probs |
Quantiles reported by the |
Each entry in the ... argument list is expected to
be a triplet of numbers which defines the weight w_k, first
and second parameter of the mixture component k. A triplet
can optionally be named which will be used appropriately.
The first and second parameter can be given in different
parametrizations which is set by the param option:
Natural parametrization of Gamma density (a=shape and b=rate). Default.
Mean and standard deviation, m=a/b and s=√{a}/b.
Mean and number of observations. Translation to natural
parameter depends on the likelihood argument. For a Poisson
likelihood n=b (and a=m n), for an Exp
likelihood n=a (and b=n/m).
mixgamma returns a gamma mixture with the specified mixture components.
ms2gamma and
mn2gamma return the equivalent natural a and b parametrization given
parameters m, s, or n.
Other mixdist: mixbeta,
mixcombine, mixnorm,
mix, plot.mix
# Gamma mixture with robust and informative component gmix <- mixgamma(rob=c(0.3, 20, 4), inf=c(0.7, 50, 10)) # objects can be printed gmix # or explicitly print(gmix) # summaries are defined summary(gmix) # sub-components may be extracted # by component number gmix[[2]] # or component name gmix[["inf"]] # alternative mean and standard deviation parametrization gmsMix <- mixgamma(rob=c(0.5, 8, 0.5), inf=c(0.5, 9, 2), param="ms") # or mean and number of observations parametrization gmnMix <- mixgamma(rob=c(0.2, 2, 1), inf=c(0.8, 2, 5), param="mn") # and mixed parametrizations are also possible gfmix <- mixgamma(rob1=c(0.15, mn2gamma(2, 1)), rob2=c(0.15, ms2gamma(2, 5)), inf=c(0.7, 50, 10))
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