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Implements Gibbs sampling for a robust t sampling model with location mu, scale sigma, and degrees of freedom v
robustt(y,v,m)
vector of simulated values of mu
vector of simulated values of sigma2
matrix of simulated draws of lambda, where each row corresponds to a single draw
vector of data values
degrees of freedom for t model
the number of cycles of the Gibbs sampler
Jim Albert
data=c(-67,-48,6,8,14,16,23,24,28,29,41,49,67,60,75) fit=robustt(data,4,1000)
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