This package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. 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.
| Version: | 1-01.03 |
| Depends: | mvtnorm |
| Suggests: | coda |
| Published: | 2009-08-20 |
| Author: | David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk |
| Maintainer: | David Ardia <david.ardia at unifr.ch> |
| License: | GPL (≥ 2) |
| URL: | http://perso.unifr.ch/david.ardia/ |
| Citation: | AdMit citation info |
| In views: | Bayesian, Cluster, Distributions |
| CRAN checks: | AdMit results |
| Package source: | AdMit_1-01.03.tar.gz |
| MacOS X binary: | AdMit_1-01.03.tgz |
| Windows binary: | AdMit_1-01.03.zip |
| Reference manual: | AdMit.pdf |
| Vignettes: |
Adaptive Mixture of Student-t Distributions for Efficient Simulation |
| News/ChangeLog: | NEWS |
| Old sources: | AdMit archive |