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

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

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Files

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

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