gsm-class {GSM} | R Documentation |
Class "gsm". Result of Gamma Shape Mxiture Estimation.
Description
This class encapsulates results of a Gamma Shape Mixture estimation procedure.
Objects from the Class
Objects can be created by calls of the form new("gsm", fdens, theta, weight, data)
, but most often as the result of a call to estim.gsm
or estim.gsm_theta
.
Slots
fdens
:Object of class
"matrix"
; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture density.theta
:Object of class
"numeric"
; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture scale parameter.weight
:Object of class
"matrix"
; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture weights.label
:Object of class
"matrix"
; posterior draws from the MCMC simulation algorithm of the Gamma Shape Mixture lables.data
:Object of class
"numeric"
; original data.
Methods
- plot
signature(x = "gsm", y = "missing")
: Plot Gamma Shape Mixture estimate.- predict
signature(object = "gsm")
: Estimate of the Gamma Shape Mixture upper tail.- summary
signature(object = "gsm")
: Generate object summary.
Author(s)
Sergio Venturini sergio.venturini@unibocconi.it
References
Venturini, S., Dominici, F. and Parmigiani, G. (2008), "Gamma shape mixtures for heavy-tailed distributions". Annals of Applied Statistics, Volume 2, Number 2, 756–776. http://projecteuclid.org/euclid.aoas/1215118537
See Also
estim.gsm
,
summary-methods
,
plot-methods
,
predict-methods
,
summary-methods
.