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. Objective Bayesian analysis for the multivariate skew-t model (to appear).
Version: | 1.0.1 |
Imports: | MCMCpack, mvtnorm, mnormt |
Published: | 2016-07-25 |
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 |
Reference manual: | mvst.pdf |
Package source: | mvst_1.0.1.tar.gz |
Windows binaries: | r-devel: mvst_1.0.1.zip, r-release: mvst_1.0.1.zip, r-oldrel: mvst_1.0.1.zip |
OS X El Capitan binaries: | r-release: mvst_1.0.1.tgz |
OS X Mavericks binaries: | r-oldrel: mvst_1.0.1.tgz |
Old sources: | mvst archive |
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