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. 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>
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:, r-release:, r-oldrel:
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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