mvst v1.0.1

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by Antonio Parisi

Bayesian Inference for the Multivariate Skew-t Model

Estimates the multivariate skew-t and nested models, as described in the articles Liseo, B., Parisi, A. (2013). Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach. Comput. Statist. Data Anal. <doi:10.1016/j.csda.2013.02.007> and in Parisi, A., Liseo, B. Objective Bayesian analysis for the multivariate skew-t model (to appear).

Functions in mvst

Name Description
cmlSE CML for the parameters of a p-variate Skew-Elliptical model.
mcSE MC sampler for a p-variate Skew-Elliptical model.
mvst-package Bayesian inference for the multivariate Skew-t model.
rmvSE Random generation from a SE distribution.
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Details

Type Package
Date 2016-07-20
SystemRequirements GNU Scientific Library
License GPL-3
Packaged 2016-07-25 07:53:20 UTC; antonio
NeedsCompilation yes
Repository CRAN
Date/Publication 2016-07-25 11:42:41

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