[RsR] Gamma shape and scale

[Matthias Kohl]

Hello Claudio,

my R package ROptEst can be used to compute optimally robust estimators 
for all L2-differentiable (differentiable in quadratic mean) parametric 
families which are based on a univariate distribution (e.g., the Gamma 
model). You can find it under (not yet on CRAN):
http://www.stamats.de/RobASt.htm
You will also need the packages distr, distrEx, RandVar and evd which 
are on CRAN.

Using Linux you might get an error by R CMD check, but this is due to 
some problems with S4 class protoypes which I haven't corrected yet and 
which do not affect the corresponding methods you need.

After the installation there is the R Skript "GammaModel.R" in the 
directory of .../ROptEst/Scripts which might help you. Moreover, you can 
find a short treatment of the Gamma model in Chapter 6 of my thesis
http://www.stamats.de/ThesisMKohl.pdf

Feel free to contact me directly, if you encounter problems!

Kind regards,
Matthias

>Dear All,
>sorry for the silly question.
>Does anyone have R code for the (plain) shape and scale Gamma 
>model using M type estimators?
>
>Thanks,
>Claudio
>
>--------------------------------------------------------------
>Claudio Agostinelli
>Dipartimento di Statistica
>Universita' Ca' Foscari di Venezia
>San Giobbe, Cannaregio 873
>30121 Venezia
>Tel: 041 2347446, Fax: 041 2347444
>email: claudio using unive.it, www: www.dst.unive.it/~claudio
>--------------------------------------------------------------
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-- 
StaMatS - Statistik + Mathematik Service
Dr. rer. nat. Matthias Kohl
E-Mail: matthias.kohl using stamats.de
Home: www.stamats.de