IMIS (0.0)

Increamental Mixture Importance Sampling.

http://www.stat.washington.edu/research/reports/2009/tr560.pdf
http://cran.r-project.org/web/packages/IMIS

IMIS algorithm draws samples from the posterior distribution. The user has to define the following R functions in advance: prior(x) calculates prior density of x, likelihood(x) calculates the likelihood of x, and sample.prior(n) draws n samples from the prior distribution.

Maintainer: Le Bao
Author(s): Adrian Raftery, Le Bao

License: GPL (>= 2)

Uses: mvtnorm

Released over 8 years ago.