mvst-package

mvst

Skew-elliptical distributions

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>.

mvst-package: mvst

Description

Arguments

Details

References