mvst v1.0.1
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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. | |
| No Results! | ||
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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 |
| imports | MCMCpack , mnormt , mvtnorm |
| Contributors | Antonio Parisi, Brunero Liseo, Romain Francois, Dirk Eddelbuettel |
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