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 07 Mar. 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

RobPer  
Robust Periodogram and Periodicity Detection Methods
Calculates periodograms based on (robustly) fitting periodic functions to light curves (irregularly ...
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  
factoextra  
Extract and Visualize the Results of Multivariate Data Analyses
Provides some easy-to-use functions to extract and visualize the output of multivariate data analys ...
Download / Learn more Package Citations See dependency  
prepdat  
Preparing Experimental Data for Statistical Analysis
Prepares data for statistical analysis (e.g., analysis of variance ;ANOVA) by enabling the user to ...
Download / Learn more Package Citations See dependency  
momentfit  
Methods of Moments
Several classes for moment-based models are defined. The classes are defined for moment conditions d ...
Download / Learn more Package Citations See dependency  
didrooRFM  
Compute Recency Frequency Monetary Scores for your Customer Data
This hosts the findRFM function which generates RFM scores on a 1-5 point scale for customer transa ...
Download / Learn more Package Citations See dependency  

26,270

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

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