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https://github.com/seananderson/pareto

Gamma-Pareto hierarchical models
https://github.com/seananderson/pareto

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Gamma-Pareto hierarchical models

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See `hier-pareto-sim.R` for simulation testing. Output is `hier-alphas-sim.pdf`. The simulation shows shrinkage from individual Pareto fits to a hierarchical version. Red dots are the real values. Black x's are hierarchical median estiamtes. Blue x's are individual fit median estimates.

See `hier-pareto.R` for fits to the real data. Output is `hier-alphas.pdf`. One model is fit to sites, the other to ecoregions.

See `pareto-hier.stan` for the main Gamma-Pareto hierarchical model.