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AdMit: Adaptive mixtures of Student-t distributions
Auteur(s)
Date de parution
2009
In
The R Journal
Vol.
1
No
1
De la page
25
A la page
30
Revu par les pairs
1
Résumé
This short note presents the R package AdMit which provides flexible functions to approximate a certain target distribution and it provides an efficient sample of random draws from it, given only a kernel of the target density function. The estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. To illustrate the use of the package, we apply the AdMit methodology to a bivariate bimodal distribution. We describe the use of the functions provided by the package and document the ability and relevance of the methodology to reproduce the shape of non-elliptical distributions.
Lié au projet
Identifiants
Autre version
https://journal.r-project.org/archive/2009-1/RJournal_2009-1_Ardia+et+al.pdf
Type de publication
journal article
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