AdMit: Adaptive Mixture of Student-t distributions

This package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. 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: 2.0.1
Depends: mvtnorm
Suggests: coda
Published: 2014-01-07
Author: David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk
Maintainer: David Ardia <david.ardia at fsa.ulaval.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: http://perso.unifr.ch/david.ardia/
NeedsCompilation: yes
Citation: AdMit citation info
Materials: README NEWS
In views: Bayesian, Cluster, Distributions
CRAN checks: AdMit results

Downloads:

Reference manual: AdMit.pdf
Vignettes: Adaptive Mixture of Student-t Distributions for Efficient Simulation
Package source: AdMit_2.0.1.tar.gz
OS X binary: AdMit_2.0.1.tgz
Windows binary: AdMit_2.0.1.zip
Old sources: AdMit archive

Reverse dependencies:

Reverse suggests: MitISEM