AdMit 2.1.3

Adaptive Mixture of Student-t Distributions

Released Feb 5, 2017 by David Ardia

This package can be loaded by Renjin but no tests could be found for the package.


mvtnorm 1.0-7

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) . 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.



This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

    <name>bedatadriven public repo</name>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking: