mvst (version 1.0.1)

mvst-package: Bayesian inference for the multivariate Skew-t model.

Description

Estimates the multivariate Skew-t (and nested) models under a Bayesian perspective using a Monte Carlo sampling method.

Arguments

Details

Package: mvst
Type: Package
Version: 1.0
Date: 2016-06-23
License: GPL (>= 2)

References

Liseo, B. and Parisi, A. (2013) Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach, Computational Statistics and Data Analysis. doi:10.1016/j.csda.2013.02.007.