mvst v1.1.0
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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. (2017). Objective Bayesian
analysis for the multivariate skew-t model. Statistical Methods & Applications
<doi: 10.1007/s10260-017-0404-0>.
Functions in mvst
| Name | Description | |
| coef.mcSEsummary | Extract mcSE Model Coefficients. | |
| cmlSE | CML for the parameters of a p-variate Skew-Elliptical model. | |
| bivPlot | Marginal and joint plots for bivariate data. | |
| summary.mcSE | Summary function for mcSE objects. | |
| MNmargLike | Marginal Likelihood for the Multivariate Normal Model. | |
| dmvSE | Density function for the SE distributions. | |
| mcSE | MC sampler for a p-variate Skew-Elliptical model. | |
| mvst-package | mvst | |
| rmvSE | Random generation from a SE distribution. | |
| No Results! | ||
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Details
| Type | Package |
| Date | 2018-07-24 |
| SystemRequirements | GNU Scientific Library |
| License | GPL-3 |
| NeedsCompilation | yes |
| Packaged | 2018-07-24 14:07:48 UTC; antonio |
| Repository | CRAN |
| Date/Publication | 2018-07-24 14:30:03 UTC |
| imports | MCMCpack , mnormt , mvtnorm |
| Contributors | Brunero Liseo, Romain Francois, Dirk Eddelbuettel, Antonio Parisi |
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