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: