The Matlab code obtainable through this page refers to the methods introduced in:

Ferreira, JTAS and Steel, MFJ (2003) Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions. University of Kent Technical report. PS file Compressed PS file

The items below link to compressed Zip files, each including a set of routines for the implementation of the linear regression framework, under each one of the classes of distributions introduced in the article.

Suggestions and/or enquires are welcomed.

Users should be aware that the authors will assume no responsability for the use of programs obtainable from this page.

Note: Except for the routines main.m all others are given in closed form. Open source code is available upon request.