coga: Convolution of independent Gamma Distributions

Description

Evaluation for density and distribution function of convolution of gamma distributions in R. Two related exact methods and one approximate method are implemented with efficient algorithm and C++ code. A quick guide for choosing correct method and usage of this package is given in package vignette.

coga functions

dcoga, pcoga, rcoga, dcoga2dim, pcoga2dim, pcoga2dim_diff_shape, dcoga_approx, and pcoga_approx.

Author(s)

• *maintainer, author* Chaoran Hu chaoran.hu@uconn.edu

• *advisor* Jun Yan jun.yan@uconn.edu

• *advisor* Vladimir Pozdnyakov vladimir.pozdnyakov@uconn.edu