thq80/Cornuet_2012_Adaptive-Mutiple-IS: A R Adaptive Multiple Importance Sampling

The ARAMIS package runs the Adaptive Multiple Importance Sampler (AMIS) algorithm from Jean-Marie Cornuet, Jean-Michel Marin, Antonietta Mira and Christian Robert (2012), Adaptive Multiple Importance Sampling, Scandinavian Journal of Statistics. The Code is flexible enough to accommodate virtually any specification of the target and proposal distribution together with any clustering routine for the adaptation step and any initialization procedure.

Getting started

Package details

AuthorLuca Pozzi, Antonietta Mira
MaintainerLuca Pozzi <>
LicenseGPL (>= 3)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
thq80/Cornuet_2012_Adaptive-Mutiple-IS documentation built on May 21, 2019, 9:23 a.m.