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.

Package details

AuthorDavid Ardia [aut, cre], Lennart Hoogerheide [ctb], Herman van Dijk [ctb]
Date of publication2017-02-05 00:13:41
MaintainerDavid Ardia <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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AdMit documentation built on May 30, 2017, 7:13 a.m.