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: 1.1.0
Imports: MCMCpack, mvtnorm, mnormt
Published: 2018-07-24
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
Materials: INSTALL
CRAN checks: mvst results

Downloads:

Reference manual: mvst.pdf
Package source: mvst_1.1.0.tar.gz
Windows binaries: r-devel: mvst_1.1.0.zip, r-release: mvst_1.1.0.zip, r-oldrel: mvst_1.1.0.zip
OS X binaries: r-release: mvst_1.1.0.tgz, r-oldrel: mvst_1.1.0.tgz
Old sources: mvst archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvst to link to this page.