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).

Package details

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

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mvst documentation built on May 30, 2017, 5:44 a.m.