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:
| Reference manual: | AdMit.html , AdMit.pdf |
Downloads:
| Package source: | AdMit_2.1.12.tar.gz |
| Windows binaries: | r-devel: AdMit_2.1.12.zip, r-release: AdMit_2.1.12.zip, r-oldrel: AdMit_2.1.12.zip |
| macOS binaries: | r-release (arm64): AdMit_2.1.12.tgz, r-oldrel (arm64): AdMit_2.1.12.tgz, r-release (x86_64): AdMit_2.1.12.tgz, r-oldrel (x86_64): AdMit_2.1.12.tgz |
| Old sources: | AdMit archive |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=AdMit to link to this page.