Compute Parameters to Calibrate a Gamma Distribution
Compute parameters to calibrate the prior distribution of a relative risk that has a gamma distribution.
GammaPriorCh(theta, prob, d)
theta |
upper quantile |
prob |
upper quantile |
d |
degrees of freedom |
A list containing
a |
shape parameter |
b |
rate parameter |
Jon Wakefield
param <- GammaPriorCh(5, 0.975,1) curve(dgamma(x,shape=param$a,rate=param$b),from=0,to=6,n=1000,ylab="density")
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