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Université de Fribourg

The AdMit Package

Ardia, David ; Hoogerheide, Lennart F. ; van Dijk, Herman K.

This short note presents the R package AdMit 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 estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. To illustrate the use of the...

Université de Fribourg

Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit

Ardia, David ; Hoogerheide, Lennart F. ; van Dijk, Herman K.

In: Journal of Statistical Software, 2009, vol. 29, no. 3, p. 1-32

This paper presents the R package AdMit 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 given only a kernel of the target density function. The core algorithm consists of the function AdMit which fits an adaptive mixture of Student-t distributions to...

Consortium of Swiss Academic Libraries

Some challenges for statistics

Davison, A.

In: Statistical Methods and Applications, 2008, vol. 17, no. 2, p. 167-181

Consortium of Swiss Academic Libraries

Biometrika Centenary: Theory and general methodology

Davison, A. C.

In: Biometrika, 2001, vol. 88, no. 1, p. 13-52