AdMit (Q21479)
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Adaptive Mixture of Student-t Distributions
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | AdMit |
Adaptive Mixture of Student-t Distributions |
Statements
expanded from: GPL (≥ 2) (English)
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21 August 2026
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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.
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Identifiers
26 February 2022
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