Estimates the multivariate Skew-t (and nested) models under a Bayesian perspective using a Monte Carlo sampling method.
Package: | mvst |
Type: | Package |
Version: | 1.0 |
Date: | 2016-06-23 |
License: | GPL (>= 2) |
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.