Package: AdMit 2.1.9

AdMit: Adaptive Mixture of Student-t Distributions

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) <doi:10.18637/jss.v029.i03>. 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.

Authors:David Ardia [aut, cre, cph], Lennart Hoogerheide [ctb], Herman van Dijk [ctb]

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Bug tracker:https://github.com/ardiad/admit/issues

On CRAN:

adaptivedistributionfittingmcmcmixturemixture-model

5 exports 2 stars 1.13 score 1 dependencies 1 mentions 9 scripts 582 downloads

Last updated 3 years agofrom:fef1192850. Checks:OK: 9. Indexed: yes.

Exports:AdMitAdMitISAdMitMHdMitrMit

Dependencies:mvtnorm