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)

# Install 'mvst' in R:
install.packages('mvst', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • gsl– GNU Scientific Library (GSL)

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.11 score 13 scripts 164 downloads 8 exports 12 dependencies

Last updated 12 months agofrom:032158aaef. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 28 2024
R-4.5-linux-x86_64OKOct 28 2024

Exports:bivPlotcmlSEcoef.mcSEsummarydmvSEmcSEMNmargLikermvSEsummary.mcSE

Dependencies:codalatticeMASSMatrixMatrixModelsmcmcMCMCpackmnormtmvtnormquantregSparseMsurvival