gsm-class {GSM}

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 [e-mail]

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.