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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
Browse package contents
Package details |
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| Author | Adrian Raftery, Le Bao |
| Maintainer | Le Bao <lebao@uw.edu> |
| License | GPL (>= 2) |
| Version | 0.1 |
| URL | http://www.stat.washington.edu/research/reports/2009/tr560.pdf |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the IMIS package in your browser
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