AdMit (2.1.3)

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Adaptive Mixture of Student-t Distributions.

https://github.com/ArdiaD/AdMit
http://cran.r-project.org/web/packages/AdMit

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) . 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.

Maintainer: David Ardia
Author(s): David Ardia [aut, cre], Lennart Hoogerheide [ctb], Herman van Dijk [ctb]

License: GPL (>= 2)

Uses: mvtnorm, coda
Reverse suggests: MitISEM

Released 9 months ago.


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