A R Adaptive Multiple Importance Sampling
Released Jan 21, 2013 by Luca Pozzi, Antonietta Mira
The ARAMIS package runs the Adaptive Multiple Importance Sampler (AMIS) algorithm from Jean-Marie Cornuet, Jean-Michel Marin, Antonietta Mira and Christian Robert (2012), Adaptive Multiple Importance Sampling, Scandinavian Journal of Statistics. The Code is flexible enough to accommodate virtually any specification of the target and proposal distribution together with any clustering routine for the adaptation step and any initialization procedure.
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>ARAMIS</artifactId> <version>1.0.1-b234</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.8.2442 on Sep 25, 2017.