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.

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
https://github.com/ArdiaD/AdMit

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Files

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/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/README.md
AdMit/MD5
AdMit/build
AdMit/build/vignette.rds
AdMit/build/partial.rdb
AdMit/DESCRIPTION
AdMit/THANKS
AdMit/man
AdMit/man/AdMit.Rd AdMit/man/Mit.Rd AdMit/man/AdMitMH.Rd AdMit/man/AdMitIS.Rd

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