BayesGESM: Bayesian Analysis of Generalized Elliptical Semiparametric Models

This package allows obtain the statistical inference based on Bayesian approach for regression models under the assumption that independent additive errors follow normal, Student-t, slash, contaminated normal, Laplace or symmetric hyperbolic distribution, where both location and dispersion parameters of the response variable distribution include nonparametric additive components described by B-splines.

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