Admit: Adaptive Mixture Of Student-T Distributions In R

Software OPEN SOURCE
David Ardia; Lennart F. Hoogerheide; Herman K. van Dijk;
(2017)
  • Publisher: Zenodo
  • Related identifiers: doi: 10.5281/zenodo.231321
  • Subject: R software | Bayesian | independence chain Metropolis-Hasting algorithm | Student-t distributions | importance sampling | adaptive mixture

<p>AdMit is an R package (R Core Team, 2016) which provides flexible functions to approximate a certain target distribution and to efficiently generate a sample of random draws from it, given only a kernel of the target density function. The core algorithm fits an adapt... View more
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