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 09 Oct. 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

binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
baffle  
Make Waffle Plots with Base Graphics
Waffle plots are rectangular pie charts that represent a quantity or abundances using colored squar ...
Download / Learn more Package Citations See dependency  
githubinstall  
A Helpful Way to Install R Packages Hosted on GitHub
Provides an helpful way to install packages hosted on GitHub. ...
Download / Learn more Package Citations See dependency  
separationplot  
Separation Plots
Visual representations of model fit or predictive success in the form of "separation plots." See Gr ...
Download / Learn more Package Citations See dependency  
TRMF  
Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputi ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

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