SGB R-package Simplicial Generalized Beta Regression
Résumé Package SGB contains a generalization of the Dirichlet distribution, called the Simplicial Generalized Beta (SGB). 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.
Mots-clés R-package, probability distribution, multivariate regression models
Citation Graf, M. (2018). SGB R-package Simplicial Generalized Beta Regression. Unpublished Research. Université de Neuchâtel.
Type Working paper (Anglais)
Année 2018
Type de travail Research
Département Institut de statistique
Institution Université de Neuchâtel
Liée au projet Convention Université de Neuchâtel/Office fédéral de la s...