IMIS: Increamental Mixture Importance Sampling

IMIS algorithm draws samples from the posterior distribution. The user has to define the following R functions in advance: prior(x) calculates prior density of x, likelihood(x) calculates the likelihood of x, and sample.prior(n) draws n samples from the prior distribution.

Version: 0.1
Depends: mvtnorm
Published: 2012-10-29
Author: Adrian Raftery, Le Bao
Maintainer: Le Bao <lebao at uw.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.stat.washington.edu/research/reports/2009/tr560.pdf
NeedsCompilation: no
CRAN checks: IMIS results

Downloads:

Reference manual: IMIS.pdf
Package source: IMIS_0.1.tar.gz
Windows binaries: r-devel: IMIS_0.1.zip, r-release: IMIS_0.1.zip, r-oldrel: IMIS_0.1.zip
OS X Snow Leopard binaries: r-release: IMIS_0.1.tgz, r-oldrel: IMIS_0.1.tgz
OS X Mavericks binaries: r-release: IMIS_0.1.tgz
Old sources: IMIS archive

Reverse dependencies:

Reverse imports: vitality