ArdiaD/AdMit: Adaptive Mixture of Student-t Distributions
Version 2.1.3

Provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function as described in Ardia et al. (2009) . The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings algorithm to obtain quantities of interest for the target density itself.

Getting started

Package details

AuthorDavid Ardia [aut, cre], Lennart Hoogerheide [ctb], Herman van Dijk [ctb]
MaintainerDavid Ardia <[email protected]>
LicenseGPL (>=2)
Version2.1.3
URL https://github.com/ArdiaD/AdMit
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ArdiaD/AdMit")
ArdiaD/AdMit documentation built on May 28, 2017, 5:53 p.m.