IMIS: Increamental Mixture Importance Sampling

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
MaintainerLe Bao <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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IMIS documentation built on May 2, 2019, 4:05 p.m.