ARAMIS: A R Adaptive Multiple Importance Sampling

The ARAMIS package runs the Adaptive Multiple Importance Sampler (AMIS) algorithm from Jean-Marie Cornuet, Jean-Michel Marin, Antonietta Mira and Christian Robert (2012), Adaptive Multiple Importance Sampling, Scandinavian Journal of Statistics. The Code is flexible enough to accommodate virtually any specification of the target and proposal distribution together with any clustering routine for the adaptation step and any initialization procedure.

Version: 1.0.1
Depends: R (≥ 2.15.0), MASS, LearnBayes, methods, graphics
Suggests: mclust, parallel, copula, evd
Published: 2013-01-21
Author: Luca Pozzi, Antonietta Mira
Maintainer: Luca Pozzi <p.luc at stat.berkeley.edu>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: ARAMIS results

Downloads:

Reference manual: ARAMIS.pdf
Vignettes: demoARAMIS
Package source: ARAMIS_1.0.1.tar.gz
OS X binary: ARAMIS_1.0.1.tgz
Windows binary: ARAMIS_1.0.1.zip
Old sources: ARAMIS archive