CRAN

mvst 1.1.0

Bayesian Inference for the Multivariate Skew-t Model

Released Jul 24, 2018 by Antonio Parisi

This package cannot yet be used with Renjin it depends on other packages which are not available: MCMCpack 1.4-3

Dependencies

MCMCpack 1.4-3 mvtnorm 1.0-8 mnormt 1.5-5

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. (2017). Objective Bayesian analysis for the multivariate skew-t model. Statistical Methods & Applications .

Source

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