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.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

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