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: | 1-00.02 |
| Depends: | coda, mvtnorm |
| Date: | 2008-06-10 |
| Author: | David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk |
| Maintainer: | David Ardia <david.ardia at unifr.ch> |
| License: | GPL version 2 or newer |
| URL: | http://perso.unifr.ch/david.ardia/ |
| CRAN checks: | AdMit results |
Downloads:
| Package source: | AdMit_1-00.02.tar.gz |
| MacOS X binary: | AdMit_1-00.02.tgz |
| Windows binary: | AdMit_1-00.02.zip |
| Reference manual: | AdMit.pdf |