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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.

Versions across snapshots

VersionRepositoryFileSize
2.1.9 rolling linux/jammy R-4.5 AdMit_2.1.9.tar.gz 91.1 KiB
2.1.9 rolling linux/noble R-4.5 AdMit_2.1.9.tar.gz 91.1 KiB
2.1.9 rolling source/ R- AdMit_2.1.9.tar.gz 68.0 KiB
2.1.9 latest linux/jammy R-4.5 AdMit_2.1.9.tar.gz 91.1 KiB
2.1.9 latest linux/noble R-4.5 AdMit_2.1.9.tar.gz 91.1 KiB
2.1.9 latest source/ R- AdMit_2.1.9.tar.gz 68.0 KiB
2.1.9 2026-04-26 source/ R- AdMit_2.1.9.tar.gz 68.0 KiB
2.1.9 2026-04-23 source/ R- AdMit_2.1.9.tar.gz 68.0 KiB
2.1.9 2026-04-09 windows/windows R-4.5 AdMit_2.1.9.zip 97.1 KiB
2.1.9 2025-04-20 source/ R- AdMit_2.1.9.tar.gz 68.0 KiB

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