'AdMit' 1.00-02 is a contributed R package which provides functions to
perform the fitting of an
adaptive mixture of Student-t distributions to a target density through
its kernel function.
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.
http://cran.at.r-project.org/web/packages/AdMit/index.html
--
David Ardia
H-building, room 11-26
Econometric Institute
Erasmus University
PO Box 1738
NL 3000 DR Rotterdam
The Netherlands
Phone: +31 (0)10 408 2269
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