Other packages > Find by keyword >

bayesestdft  

Estimating the Degrees of Freedom of the Student's t-Distribution under a Bayesian Framework
View on CRAN: Click here


Download and install bayesestdft package within the R console
Install from CRAN:
install.packages("bayesestdft")

Install from Github:
library("remotes")
install_github("cran/bayesestdft")

Install by package version:
library("remotes")
install_version("bayesestdft", "1.0.0")



Attach the package and use:
library("bayesestdft")
Maintained by
Somjit Roy
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-01-09
Latest Update: 2025-01-09
Description:
A Bayesian framework to estimate the Student's t-distribution's degrees of freedom is developed. Markov Chain Monte Carlo sampling routines are developed as in <doi:10.3390/axioms11090462> to sample from the posterior distribution of the degrees of freedom. A random walk Metropolis algorithm is used for sampling when Jeffrey's and Gamma priors are endowed upon the degrees of freedom. In addition, the Metropolis-adjusted Langevin algorithm for sampling is used under the Jeffrey's prior specification. The Log-normal prior over the degrees of freedom is posed as a viable choice with comparable performance in simulations and real-data application, against other prior choices, where an Elliptical Slice Sampler is used to sample from the concerned posterior.
How to cite:
Somjit Roy (2025). bayesestdft: Estimating the Degrees of Freedom of the Student's t-Distribution under a Bayesian Framework. R package version 1.0.0, https://cran.r-project.org/web/packages/bayesestdft. Accessed 06 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited bayesestdft R package
View bayesestdft citation profile
Other R packages that bayesestdft depends, imports, suggests or enhances
Complete documentation for bayesestdft
Functions, R codes and Examples using the bayesestdft R package
Full bayesestdft package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SAMBA  
Selection and Misclassification Bias Adjustment for Logistic Regression Models
Health research using data from electronic health records (EHR) has gained popularity, but miscla ...
Download / Learn more Package Citations See dependency  
TMDb  
Access to TMDb API
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency  
RRedshiftSQL  
R Interface to the 'Redshift' Database
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
lsmeans  
Least-Squares Means
Obtain least-squares means for linear, generalized linear, and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA