IMIS: Increamental Mixture Importance Sampling
Version 0.1

IMIS algorithm draws samples from the posterior distribution. The user has to define the following R functions in advance: prior(x) calculates prior density of x, likelihood(x) calculates the likelihood of x, and sample.prior(n) draws n samples from the prior distribution.

Getting started

Package details

AuthorAdrian Raftery, Le Bao
Date of publication2012-10-29 08:57:10
MaintainerLe Bao <[email protected]>
LicenseGPL (>= 2)
Version0.1
URL http://www.stat.washington.edu/research/reports/2009/tr560.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("IMIS")

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IMIS documentation built on May 30, 2017, 8:25 a.m.