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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.
Citation | AdMit citation info |
github.com/ArdiaD/AdMit | |
Copyright | see file COPYRIGHTS |
Bug report | File report |
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