AdMit (1-00.02)
Adaptive Mixture of Student-t distributions.
http://perso.unifr.ch/david.ardia/
http://cran.r-project.org/web/packages/AdMit
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.
Author(s): David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk
License: GPL version 2 or newer
Uses: coda, mvtnorm
Reverse suggests: MitISEM
Released almost 5 years ago.
