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: |
2.1.12 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
mvtnorm |
| Suggests: |
coda, fGarch, testthat (≥ 3.1.5) |
| Published: |
2026-08-21 |
| DOI: |
10.32614/CRAN.package.AdMit |
| Author: |
David Ardia  [aut,
cre, cph, fnd],
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:
Downloads:
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