mvst: Bayesian Inference for the Multivariate Skew-t Model

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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).

Author
Antonio Parisi [aut, cre], Brunero Liseo [aut], Dirk Eddelbuettel [ctb], Romain Francois [ctb]
Date of publication
2016-07-25 11:42:41
Maintainer
Antonio Parisi <antonio.parisi@uniroma2.it>
License
GPL-3
Version
1.0.1

View on CRAN

Man pages

cmlSE
CML for the parameters of a p-variate Skew-Elliptical model.
mcSE
MC sampler for a p-variate Skew-Elliptical model.
mvst-package
Bayesian inference for the multivariate Skew-t model.
rmvSE
Random generation from a SE distribution.

Files in this package

mvst
mvst/configure.ac
mvst/src
mvst/src/Utils.h
mvst/src/rzST.c
mvst/src/rvT.c
mvst/src/Utils.c
mvst/src/Makevars.in
mvst/src/rvST.c
mvst/src/Makevars.win
mvst/src/rzSN.c
mvst/NAMESPACE
mvst/INSTALL
mvst/R
mvst/R/samplexitrue.R
mvst/R/logPostDensT.R
mvst/R/samplevtrue.R
mvst/R/logPostDensST.R
mvst/R/samplepsitrue.R
mvst/R/sampleGN.R
mvst/R/initialPointsSN.R
mvst/R/print.summary.mcSE.R
mvst/R/diwish.mia3.R
mvst/R/cmlST.R
mvst/R/modelParTypes.R
mvst/R/iterations.R
mvst/R/rmvSE.R
mvst/R/logPriorDensST.R
mvst/R/reparamSkew.R
mvst/R/cmlSN.R
mvst/R/logPriorDensT.R
mvst/R/samplenuT.R
mvst/R/logPostDensN.R
mvst/R/wQuantiles.R
mvst/R/logPriorDensSN.R
mvst/R/samplezST.R
mvst/R/samplenuST.R
mvst/R/cmlT.R
mvst/R/samplexiST.R
mvst/R/summary.mcSE.R
mvst/R/mcSE.R
mvst/R/estListInit.R
mvst/R/sampleGtrue.R
mvst/R/samplezSN.R
mvst/R/logPostDensSN.R
mvst/R/samplepsiSN.R
mvst/R/finalEst.R
mvst/R/sampleztrue.R
mvst/R/cmlSE.R
mvst/R/sampleGT.R
mvst/R/initialPointsT.R
mvst/R/samplepsiST.R
mvst/R/estListUpdate.R
mvst/R/samplenutrue.R
mvst/R/WUiterations.R
mvst/R/logPriorDensN.R
mvst/R/reparamT.R
mvst/R/triangleIndices.R
mvst/R/samplevT.R
mvst/R/sampleGSN.R
mvst/R/samplexiSN.R
mvst/R/nSphereVolume.R
mvst/R/samplexiN.R
mvst/R/deltaSigma2psiG.R
mvst/R/initialPointsN.R
mvst/R/initialPointsST.R
mvst/R/samplevST.R
mvst/R/iterEstimates.R
mvst/R/samplexiT.R
mvst/R/sampleGST.R
mvst/R/cmlN.R
mvst/MD5
mvst/DESCRIPTION
mvst/configure
mvst/man
mvst/man/mvst-package.Rd
mvst/man/cmlSE.Rd
mvst/man/rmvSE.Rd
mvst/man/mcSE.Rd
mvst/cleanup