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.

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 in this package

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

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

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