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.
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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

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