[R-pkgs] AdMit 1.00-02
david.ardia at unifr.ch
Mon Jun 23 10:56:55 CEST 2008
'AdMit' 1.00-02 is a contributed R package which provides functions to
perform the fitting of an
adaptive mixture of Student-t distributions to a target density through
its kernel function.
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.
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