SGB
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Simplicial Generalized Beta Regression
Last update: 6 December 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.1, 1.0, 1.0.1.1
Source code repository: https://github.com/cran/SGB
Main properties and regression procedures using a generalization of the Dirichlet distribution called Simplicial Generalized Beta distribution. It is a new distribution on the simplex (i.e. on the space of compositions or positive vectors with sum of components equal to 1). The Dirichlet distribution can be constructed from a random vector of independent Gamma variables divided by their sum. The SGB follows the same construction with generalized Gamma instead of Gamma variables. The Dirichlet exponents are supplemented by an overall shape parameter and a vector of scales. The scale vector is itself a composition and can be modeled with auxiliary variables through a log-ratio transformation. Graf, M. (2017, ISBN: 978-84-947240-0-8). See also the vignette enclosed in the package.
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