Dear Diba,
you could try package distr; eg.
library(distr)
G1 <- Gammad(scale = 0.7, shape = 0.5)
G2 <- Gammad(scale = 2.1, shape = 1.7)
G3 <- G1+G2 # convolution
G3
For the convolution exact formulas are applied if available, otherwise
we use FFT; see also http://www.jstatsoft.org/v59/i04/ (will appear
soon) resp. a previous version at http://arxiv.org/abs/1006.0764
hth
Matthias
Am 11.08.2014 um 10:17 schrieb pari hesabi:
Hello everybody,
Can anybody help me to write a program for the CDF of sum of two independent
gamma random variables ( covolution of two gamma distributions) with
different amounts of parameters( the shape parameters are the same)?
Thank you
Diba
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Prof. Dr. Matthias Kohl
www.stamats.de
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
