Package: mvst 1.1.1

Antonio Parisi

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>.

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

mvst_1.1.1.tar.gz
mvst_1.1.1.tar.gz(r-4.5-noble)mvst_1.1.1.tar.gz(r-4.4-noble)
mvst_1.1.1.tgz(r-4.4-emscripten)mvst_1.1.1.tgz(r-4.3-emscripten)
mvst.pdf |mvst.html✨
mvst/json (API)

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8 exports 0.00 score 12 dependencies 13 scripts 185 downloads

Last updated 10 months agofrom:032158aaef. Checks:OK: 2. Indexed: yes.

Exports:bivPlotcmlSEcoef.mcSEsummarydmvSEmcSEMNmargLikermvSEsummary.mcSE

Dependencies:codalatticeMASSMatrixMatrixModelsmcmcMCMCpackmnormtmvtnormquantregSparseMsurvival