Compound Poisson Gamma

[emiruz]

Here’s a previous discussion:

Compound Poisson–gamma distribution

Hi, I have zero-inflated continuous response data that I’d like to model using the compound Poisson–gamma distribution, which is a special case of the Tweedie distribution (https://en.wikipedia.org/wiki/Tweedie_distribution). There’s an old forum post (https://groups.google.com/forum/#!topic/stan-users/XyFv7ERq0oA) on this topic, as well as a closed GitHub issue (https://github.com/stan-dev/math/issues/417) and linked Gist (https://gist.github.com/MatsuuraKentaro/952b3301686c10adcb13). I am w…

Does that help?