Options
SGB R-package Simplicial Generalized Beta Regression
Auteur(s)
Maison d'édition
Université de Neuchâtel Institut de statistique
Date de parution
2018
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.
Notes
Research
Identifiants
Type de publication
working paper
