ARAMIS (1.0.1)

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A R Adaptive Multiple Importance Sampling.

http://cran.r-project.org/web/packages/ARAMIS

The ARAMIS package runs the Adaptive Multiple Importance Sampler (AMIS) algorithm from Jean-Marie Cornuet, Jean-Michel Marin, Antonietta Mira and Christian Robert (2012), Adaptive Multiple Importance Sampling, Scandinavian Journal of Statistics. The Code is flexible enough to accommodate virtually any specification of the target and proposal distribution together with any clustering routine for the adaptation step and any initialization procedure.

Maintainer: Luca Pozzi
Author(s): Luca Pozzi, Antonietta Mira

License: GPL (>= 3)

Uses: LearnBayes, MASS, copula, evd, mclust

Released over 5 years ago.


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