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AdMit  

Adaptive Mixture of Student-t Distributions
View on CRAN: Click here


Download and install AdMit package within the R console
Install from CRAN:
install.packages("AdMit")

Install from Github:
library("remotes")
install_github("cran/AdMit")

Install by package version:
library("remotes")
install_version("AdMit", "2.1.9")



Attach the package and use:
library("AdMit")
Maintained by
David Ardia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2008-06-11
Latest Update: 2022-02-08
Description:
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.
How to cite:
David Ardia (2008). AdMit: Adaptive Mixture of Student-t Distributions. R package version 2.1.9, https://cran.r-project.org/web/packages/AdMit. Accessed 18 Sep. 2026.
Previous versions and publish date:
1-00.02 (2008-06-11 11:15), 1-00.04 (2008-12-01 15:54), 1-01.01 (2009-01-25 18:51), 1-01.02 (2009-05-11 12:28), 1-01.03.1 (2011-02-18 20:16), 1-01.03 (2009-08-20 15:47), 1-01.04 (2012-08-21 05:49), 1-01.06 (2012-09-08 14:15), 2.0.1 (2014-01-07 10:56), 2.1.1 (2017-01-13 15:39), 2.1.2 (2017-01-18 18:07), 2.1.3 (2017-02-05 00:13), 2.1.4 (2020-04-19 08:10), 2.1.5 (2020-04-20 23:50), 2.1.6 (2021-04-21 07:20), 2.1.8 (2021-05-16 19:00), 2.1.9 (2022-02-08 01:10), (2026-08-21 17:52)
Other packages that cited AdMit R package
View AdMit citation profile
Other R packages that AdMit depends, imports, suggests or enhances
Complete documentation for AdMit
Functions, R codes and Examples using the AdMit R package
Some associated functions: AdMit . AdMitIS . AdMitMH . Mit . 
Some associated R codes: AdMit.R . AdMitIS.R . AdMitMH.R . dMit.R . fn.CV.R . fn.computeexpw.R . fn.dmvt.R . fn.isPD.R . fn.isSingular.R . fn.muSigma.R . fn.optimmu.R . fn.optimp.R . fn.rmvt.R . fn.w.R . fn.wIS.R . fn.wRes.R . rMit.R .  Full AdMit package functions and examples
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