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mvst (version 1.1.0)

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. (2017). Objective Bayesian analysis for the multivariate skew-t model. Statistical Methods & Applications .

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Version

Install

install.packages('mvst')

Monthly Downloads

171

Version

1.1.0

License

GPL-3

Maintainer

Antonio Parisi

Last Published

July 24th, 2018

Functions in mvst (1.1.0)

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.