AdMit: Adaptive Mixture of Student-t distributions

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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.

Author
David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk
Date of publication
2014-01-07 10:56:00
Maintainer
David Ardia <david.ardia@fsa.ulaval.ca>
License
GPL (>= 2)
Version
2.0.1
URLs

View on CRAN

Man pages

AdMit
Adaptive Mixture of Student-t Distributions
AdMitIS
Importance Sampling using an Adaptive Mixture of Student-t...
AdMitMH
Independence Chain Metropolis-Hastings Algorithm using an...
Mit
Mixture of Student-t Distributions

Files in this package

AdMit
AdMit/COPYING
AdMit/inst
AdMit/inst/CITATION
AdMit/inst/COPYRIGHTS
AdMit/inst/doc
AdMit/inst/doc/AdMit.pdf
AdMit/inst/doc/AdMit.R
AdMit/inst/doc/AdMit.Rnw
AdMit/inst/doc/ArticleJSS.txt
AdMit/inst/doc/ArticleRJournal.txt
AdMit/src
AdMit/src/fnKernelMixtureArch_C.c
AdMit/src/fnlnf_C.c
AdMit/src/fnMH_C.c
AdMit/NAMESPACE
AdMit/demo
AdMit/demo/AdMit.R
AdMit/demo/00Index
AdMit/NEWS
AdMit/R
AdMit/R/AdMitIS.R
AdMit/R/fn.optimmu.R
AdMit/R/fn.CV.R
AdMit/R/fn.isSingular.R
AdMit/R/fn.w.R
AdMit/R/fn.rmvt.R
AdMit/R/fn.wIS.R
AdMit/R/fn.muSigma.R
AdMit/R/fn.optimp.R
AdMit/R/fn.isPD.R
AdMit/R/dMit.R
AdMit/R/AdMit.R
AdMit/R/rMit.R
AdMit/R/fn.wRes.R
AdMit/R/fn.dmvt.R
AdMit/R/AdMitMH.R
AdMit/R/fn.computeexpw.R
AdMit/vignettes
AdMit/vignettes/REFERENCES.bib
AdMit/vignettes/AdMit.Rnw
AdMit/MD5
AdMit/README
AdMit/build
AdMit/build/vignette.rds
AdMit/DESCRIPTION
AdMit/THANKS
AdMit/man
AdMit/man/AdMit.Rd
AdMit/man/Mit.Rd
AdMit/man/AdMitMH.Rd
AdMit/man/AdMitIS.Rd