calculate the probability that a set of independent but not identically distributed gamma (or normal) variates attains a certain order
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
R
man
DESCRIPTION
NAMESPACE
README.md

README.md

GammaRank

This R package calculates the probability that a set of independent gamma (or normal) variates attains a certain order. For the Gamma case, it takes as input a vector of shape and scale parameters. Of course, all orders are equally probable (1/n!) if the parameters are shared among the variables, but the rank probability is much more difficult to compute in the general case.

The package deploys a special dynamic programming scheme described in a manuscript in preparation.

#Installation

library(devtools)

install_github("wiscstatman/GammaRank")