AdMit: Adaptive Mixture of Student-t Distributions
Version 2.1.3

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) . 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.

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AuthorDavid Ardia [aut, cre], Lennart Hoogerheide [ctb], Herman van Dijk [ctb]
Date of publication2017-02-05 00:13:41
MaintainerDavid Ardia <david.ardia.ch@gmail.com>
LicenseGPL (>= 2)
Version2.1.3
URL https://github.com/ArdiaD/AdMit
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("AdMit")

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

Functions

AdMit Man page
AdMitIS Man page
AdMitMH Man page
dMit Man page
rMit Man page

Files

COPYING
inst
inst/CITATION
inst/COPYRIGHTS
inst/doc
inst/doc/AdMit.pdf
inst/doc/AdMit.R
inst/doc/AdMit.Rnw
src
src/fnKernelMixtureArch_C.c
src/fnlnf_C.c
src/fnMH_C.c
NAMESPACE
demo
demo/AdMit.R
demo/00Index
NEWS
R
R/AdMitIS.R
R/fn.optimmu.R
R/fn.CV.R
R/fn.isSingular.R
R/fn.w.R
R/fn.rmvt.R
R/fn.wIS.R
R/fn.muSigma.R
R/fn.optimp.R
R/fn.isPD.R
R/dMit.R
R/AdMit.R
R/rMit.R
R/fn.wRes.R
R/fn.dmvt.R
R/AdMitMH.R
R/fn.computeexpw.R
vignettes
vignettes/REFERENCES.bib
vignettes/AdMit.Rnw
README.md
MD5
build
build/vignette.rds
build/partial.rdb
DESCRIPTION
THANKS
man
man/AdMit.Rd
man/Mit.Rd
man/AdMitMH.Rd
man/AdMitIS.Rd
AdMit documentation built on May 20, 2017, 4:49 a.m.