mvst-package: Bayesian Inference for the Multivariate Skew-t Model

In mvst: Bayesian Inference for the Multivariate Skew-t Model

Description

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>.

Details

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Author(s)

Antonio Parisi [aut, cre], Brunero Liseo [aut], Dirk Eddelbuettel [ctb], Romain Francois [ctb]

Maintainer: Antonio Parisi <[e-mail]>

References

Parisi A, Liseo B (2017). Objective Bayesian Analysis for the Multivariate Skew-t Model. Statistical Methods & Applications. ISSN 1613-981X. doi:10.1007/s10260-017-0404-0

mvst documentation built on May 2, 2019, 1:46 p.m.