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calculate the probability that a set of independent but not identically distributed gamma (or normal) variates attains a certain order

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wiscstatman/GammaRank

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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")

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calculate the probability that a set of independent but not identically distributed gamma (or normal) variates attains a certain order

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