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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.
Getting started
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Package details |
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| Author | David Ardia [aut, cre, cph] (<https://orcid.org/0000-0003-2823-782X>), Lennart Hoogerheide [ctb], Herman van Dijk [ctb] |
| Maintainer | David Ardia <david.ardia.ch@gmail.com> |
| License | GPL (>= 2) |
| Version | 2.1.9 |
| URL | https://github.com/ArdiaD/AdMit |
| Package repository | View on CRAN |
| Installation |
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