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...
- David Ardia, Lennart F....
- David Ardia, Lennart F....
- David Ardia, Lennart F....
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