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.

Author
Adrian Raftery, Le Bao
Date of publication
2012-10-29 08:57:10
Maintainer
Le Bao <lebao@uw.edu>
License
GPL (>= 2)
Version
0.1
URLs

View on CRAN

Man pages

IMIS
Incremental Mixture Importance Sampling

Files in this package

IMIS
IMIS/NAMESPACE
IMIS/man
IMIS/man/IMIS.Rd
IMIS/DESCRIPTION
IMIS/MD5
IMIS/R
IMIS/R/IMIS.R