Package: mvst
Type: Package
Title: Bayesian Inference for the Multivariate Skew-t Model
Version: 1.0
Date: 2016-07-20
Author: Brunero Liseo, Antonio Parisi
Maintainer: Antonio Parisi <antonio.parisi@uniroma2.it>
Description: 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).
License: GPL-3
Imports: MCMCpack, mvtnorm, mnormt
Packaged: 2016-07-20 14:14:58 UTC; antonio
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2016-07-20 18:02:56
