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 .


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install.packages("mvst")

1.1.0 by Antonio Parisi, 4 months ago


Browse source code at https://github.com/cran/mvst


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