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.
| Version: | 2.1.9 |
| Depends: | mvtnorm |
| Suggests: | coda |
| Published: | 2022-02-08 |
| DOI: | 10.32614/CRAN.package.AdMit |
| Author: | David Ardia  [aut,
cre, cph],
Lennart Hoogerheide [ctb],
Herman van Dijk [ctb] |
| Maintainer: | David Ardia <david.ardia.ch at gmail.com> |
| BugReports: | https://github.com/ArdiaD/AdMit/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/ArdiaD/AdMit |
| NeedsCompilation: | yes |
| Citation: | AdMit citation info |
| Materials: | README, NEWS |
| In views: | Bayesian, Cluster, Distributions |
| CRAN checks: | AdMit results |
Documentation:
| Reference manual: | AdMit.html , AdMit.pdf |
Downloads:
| Package source: | AdMit_2.1.9.tar.gz |
| Windows binaries: | r-devel: AdMit_2.1.9.zip, r-release: AdMit_2.1.9.zip, r-oldrel: AdMit_2.1.9.zip |
| macOS binaries: | r-release (arm64): AdMit_2.1.9.tgz, r-oldrel (arm64): AdMit_2.1.9.tgz, r-release (x86_64): AdMit_2.1.9.tgz, r-oldrel (x86_64): AdMit_2.1.9.tgz |
| Old sources: | AdMit archive |
Linking:
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