Provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function as described in Ardia et al. (2009) <doi:10.18637/jss.v029.i03>. The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings algorithm to obtain quantities of interest for the target density itself.
| Version: | 2.1.3 |
| Depends: | mvtnorm |
| Suggests: | coda |
| Published: | 2017-02-05 |
| Author: | David Ardia [aut, cre], Lennart Hoogerheide [ctb], Herman van Dijk [ctb] |
| Maintainer: | David Ardia <david.ardia.ch at gmail.com> |
| BugReports: | https://github.com/ArdiaD/AdMit/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/ArdiaD/AdMit |
| NeedsCompilation: | yes |
| Citation: | AdMit citation info |
| Materials: | README NEWS |
| In views: | Bayesian, Cluster, Distributions |
| CRAN checks: | AdMit results |
| Reference manual: | AdMit.pdf |
| Vignettes: |
Adaptive Mixture of Student-t Distributions for Efficient Simulation |
| Package source: | AdMit_2.1.3.tar.gz |
| Windows binaries: | r-devel: AdMit_2.1.3.zip, r-devel-gcc8: AdMit_2.1.3.zip, r-release: AdMit_2.1.3.zip, r-oldrel: AdMit_2.1.3.zip |
| OS X binaries: | r-release: AdMit_2.1.3.tgz, r-oldrel: AdMit_2.1.3.tgz |
| Old sources: | AdMit archive |
| Reverse suggests: | MitISEM |
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