Description Usage Arguments Value Author(s) References See Also Examples
Functions implementing Adaptive IS and constructors for object ISO
.
1 2 3 
N 
Vector of length 3 with the sample size for the initialization and for the first and second Sampling phase, or a scalar if the three above are the same. 
niter 
Vector of length 2 with the number of iterations for the first and the second Sampling phase, or a scalar if the two above are the same. 
p 
Dimension of the sample space. 
target 
Target distribution. Takes as an argument a matrix with 
proposal 
A list with two components: 
initialize 
See
and returns a list with components:
Default is a random initialization. 
mixture 
See

verbose 
Default 
parallel 

nCores 
Number of cores to be used. 
cl 
A 
seed 
initial seed for the (pseudo)random number generator. 
tol 
a tolerance for the error 
... 
further arguments to be passed to subroutines 
An Object of class ISO
, see ISO
.
Luca Pozzi, p.luc@stat.berkeley.edu
JeanMarie Cornuet, JeanMichel Marin, Antonietta Mira and Christian Robert (2012), Adaptive Multiple Importance Sampling, Scandinavian Journal of Statistics
See also initialize
, mixture
and target
. See demoARAMIS
vignette for more information.
1 2  ais < AIS(N=50,niter=c(5,10),p=2,target= targetBanana(),initialize=uniInit(),mixture= mclustMix())
amis < AMIS(N=c(10,50,100),niter=10,p=2,target=targetBanana(),initialize= amisInit(maxit=5), mixture=mclustMix(),verbose=TRUE)

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