AdMit: Adaptive Mixture of Student-t Distributions

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: 2.1.2
Depends: mvtnorm
Suggests: coda
Published: 2017-01-18
Author: David Ardia [aut, cre], Lennart Hoogerheide [ctb], Herman van Dijk [ctb]
Maintainer: David Ardia <david.ardia.ch at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
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_2.1.2.tar.gz
Windows binaries: r-devel: AdMit_2.1.2.zip, r-release: AdMit_2.1.2.zip, r-oldrel: AdMit_2.1.2.zip
OS X Mavericks binaries: r-release: AdMit_2.1.2.tgz, r-oldrel: AdMit_2.1.2.tgz
Old sources: AdMit archive

Reverse dependencies:

Reverse suggests: MitISEM

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