Bayesian Inference for the Multivariate Skew-t Model

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Documentation for package ‘mvst’ version 1.0.1

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mvst-package Bayesian inference for the multivariate Skew-t model.
cmlSE CML for the parameters of a p-variate Skew-Elliptical model.
mcSE MC sampler for a p-variate Skew-Elliptical model.
mvst Bayesian inference for the multivariate Skew-t model.
rmvSE Random generation from a SE distribution.