Learn R Programming

⚠️There's a newer version (1.1.1) of this package.Take me there.

mvst (version 1.0.1)

Bayesian Inference for the Multivariate Skew-t Model

Description

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. and in Parisi, A., Liseo, B. Objective Bayesian analysis for the multivariate skew-t model (to appear).

Copy Link

Version

Install

install.packages('mvst')

Monthly Downloads

171

Version

1.0.1

License

GPL-3

Maintainer

Antonio Parisi

Last Published

July 25th, 2016

Functions in mvst (1.0.1)

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.