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. (2017). Objective Bayesian
analysis for the multivariate skew-t model. Statistical Methods & Applications
<doi:10.1007/s10260-017-0404-0>.
Version: |
1.1.1 |
Imports: |
MCMCpack, mvtnorm, mnormt |
Published: |
2023-12-05 |
Author: |
Antonio Parisi [aut, cre],
Brunero Liseo [aut],
Dirk Eddelbuettel [ctb],
Romain Francois [ctb] |
Maintainer: |
Antonio Parisi <antonio.parisi at uniroma2.it> |
License: |
GPL-3 |
NeedsCompilation: |
yes |
SystemRequirements: |
GNU Scientific Library |
Citation: |
mvst citation info |
Materials: |
INSTALL |
CRAN checks: |
mvst results |
Documentation:
Downloads:
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