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.

Install the latest version of this package by entering the following in R:
install.packages("IMIS")
AuthorAdrian Raftery, Le Bao
Date of publication2012-10-29 08:57:10
MaintainerLe Bao <lebao@uw.edu>
LicenseGPL (>= 2)
Version0.1
http://www.stat.washington.edu/research/reports/2009/tr560.pdf

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Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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