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]

AdMit_2.1.9.tar.gz
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AdMit.pdf |AdMit.html
AdMit/json (API)
NEWS

# Install 'AdMit' in R:
install.packages('AdMit', repos = c('https://ardiad.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

On CRAN:

adaptivedistributionfittingmcmcmixturemixture-model

3.00 score 2 stars 9 scripts 512 downloads 1 mentions 5 exports 1 dependencies

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

TargetResultDate
Doc / VignettesOKNov 17 2024
R-4.5-win-x86_64OKNov 17 2024
R-4.5-linux-x86_64OKNov 17 2024
R-4.4-win-x86_64OKNov 17 2024
R-4.4-mac-x86_64OKNov 17 2024
R-4.4-mac-aarch64OKNov 17 2024
R-4.3-win-x86_64OKNov 17 2024
R-4.3-mac-x86_64OKNov 17 2024
R-4.3-mac-aarch64OKNov 17 2024

Exports:AdMitAdMitISAdMitMHdMitrMit

Dependencies:mvtnorm