coga

swMATH31432CRANcogaMaRDI QIDQ43143

Convolution of Gamma Distributions

Chaoran Hu

Last update: 10 January 2024

Software version identifier: 1.1.1, 0.1.0, 0.2.0, 0.2.1, 0.2.2, 1.0.0, 1.1.0, 1.2.0, 1.2.1, 1.2.2

Source code repository: https://github.com/cran/coga

Copyright license: GNU General Public License

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. For the detail of methods used in this package, we refer the user to Mathai(1982)<doi:10.1007/BF02481056>, Moschopoulos(1984)<doi:10.1007/BF02481123>, Barnabani(2017)<doi:10.1080/03610918.2014.963612>, Hu et al.(2020)<doi:10.1007/s00180-019-00924-9>.

Cites work

• Storage capacity of a dam with gamma type inputs
• The distribution of the sum of independent gamma random variables
• An approximation to the convolution of gamma distributions
• Density and distribution evaluation for convolution of independent gamma variables

Described by source

• Density and distribution evaluation for convolution of independent gamma variables