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. and in Parisi, A., Liseo, B. (2017). Objective Bayesian analysis for the multivariate skew-t model. Statistical Methods & Applications .


Reference manual

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1.1.0 by Antonio Parisi, 4 months ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-3 license

Imports MCMCpack, mvtnorm, mnormt

System requirements: GNU Scientific Library

See at CRAN