CRAN/E | AdMit

AdMit

Adaptive Mixture of Student-t Distributions

Installation

About

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

Key Metrics

Version 2.1.9
Published 2022-02-08 780 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks AdMit results

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Maintainer

Maintainer

David Ardia

david.ardia.ch@gmail.com

Authors

David Ardia

aut / cre / cph

Lennart Hoogerheide

ctb

Herman van Dijk

ctb

Material

README
NEWS
Reference manual
Package source

In Views

Bayesian
Cluster
Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

AdMit archive

Depends

mvtnorm

Suggests

coda