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AdMit

Adaptive Mixture of Student-t distributions
David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk
GPL (>= 2)
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.
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Package Version Released
AdMit 1-01.06 1 year 45 weeks ago
AdMit 1-01.04 1 year 48 weeks ago
AdMit 1-01.03.1 3 years 22 weeks ago
AdMit 1-01.03 4 years 48 weeks ago
AdMit 1-01.02
AdMit 1-00.02
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