mvst: Bayesian Inference for the Multivariate Skew-t Model
Version 1.0.1

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. Objective Bayesian analysis for the multivariate skew-t model (to appear).

Browse man pages Browse package API and functions Browse package files

AuthorAntonio Parisi [aut, cre], Brunero Liseo [aut], Dirk Eddelbuettel [ctb], Romain Francois [ctb]
Date of publication2016-07-25 11:42:41
MaintainerAntonio Parisi <antonio.parisi@uniroma2.it>
LicenseGPL-3
Version1.0.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mvst")

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.

Functions

WUiterations Source code
cmlN Source code
cmlSE Man page Source code
cmlSN Source code
cmlST Source code
cmlT Source code
deltaSigma2psiG Source code
diwish.mia3 Source code
estListInit Source code
estListUpdate Source code
finalEst Source code
initialPointsN Source code
initialPointsSN Source code
initialPointsST Source code
initialPointsT Source code
iterEstimates Source code
iterations Source code
logPostDensN Source code
logPostDensSN Source code
logPostDensST Source code
logPostDensT Source code
logPriorDensN Source code
logPriorDensSN Source code
logPriorDensST Source code
logPriorDensT Source code
mcSE Man page Source code
modelParTypes Source code
mvst Man page
mvst-package Man page
nSphereVolume Source code
print.summary.mcSE Source code
reparamSkew Source code
reparamT Source code
rmvSE Man page Source code
sampleGN Source code
sampleGSN Source code
sampleGST Source code
sampleGT Source code
sampleGtrue Source code
samplenuST Source code
samplenuT Source code
samplenutrue Source code
samplepsiSN Source code
samplepsiST Source code
samplepsitrue Source code
samplevST Source code
samplevT Source code
samplevtrue Source code
samplexiN Source code
samplexiSN Source code
samplexiST Source code
samplexiT Source code
samplexitrue Source code
samplezSN Source code
samplezST Source code
sampleztrue Source code
summary.mcSE Source code
triangleIndices Source code
wQuantiles Source code

Files

configure.ac
src
src/Utils.h
src/rzST.c
src/rvT.c
src/Utils.c
src/Makevars.in
src/rvST.c
src/Makevars.win
src/rzSN.c
NAMESPACE
INSTALL
R
R/samplexitrue.R
R/logPostDensT.R
R/samplevtrue.R
R/logPostDensST.R
R/samplepsitrue.R
R/sampleGN.R
R/initialPointsSN.R
R/print.summary.mcSE.R
R/diwish.mia3.R
R/cmlST.R
R/modelParTypes.R
R/iterations.R
R/rmvSE.R
R/logPriorDensST.R
R/reparamSkew.R
R/cmlSN.R
R/logPriorDensT.R
R/samplenuT.R
R/logPostDensN.R
R/wQuantiles.R
R/logPriorDensSN.R
R/samplezST.R
R/samplenuST.R
R/cmlT.R
R/samplexiST.R
R/summary.mcSE.R
R/mcSE.R
R/estListInit.R
R/sampleGtrue.R
R/samplezSN.R
R/logPostDensSN.R
R/samplepsiSN.R
R/finalEst.R
R/sampleztrue.R
R/cmlSE.R
R/sampleGT.R
R/initialPointsT.R
R/samplepsiST.R
R/estListUpdate.R
R/samplenutrue.R
R/WUiterations.R
R/logPriorDensN.R
R/reparamT.R
R/triangleIndices.R
R/samplevT.R
R/sampleGSN.R
R/samplexiSN.R
R/nSphereVolume.R
R/samplexiN.R
R/deltaSigma2psiG.R
R/initialPointsN.R
R/initialPointsST.R
R/samplevST.R
R/iterEstimates.R
R/samplexiT.R
R/sampleGST.R
R/cmlN.R
MD5
DESCRIPTION
configure
man
man/mvst-package.Rd
man/cmlSE.Rd
man/rmvSE.Rd
man/mcSE.Rd
cleanup
mvst documentation built on May 20, 2017, 3:26 a.m.