mvst-package

mvst

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

 package

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).

Antonio Parisi

Bayesian Inference for the Multivariate Skew-t Model

Brunero Liseo

Dirk Eddelbuettel

Romain Francois

mvst-package function

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

Bayesian inference for the multivariate Skew-t model.

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

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

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References