AdMit Adaptive Mixture of Student-t distributions
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AdMit Tags

Algorithm mixture composition Adaptive Testing student function motion adaptive adaptive planning adaptive Stable Distributions student assesment Student Management Student Name teach student Adaptive Median Adaptive algorithm Adaptive Environment probability distributions adaptive filters adaptive systems distributions student screensaver mixture problem mixture Gaussian mixture ProCurve Adaptive Edge detect adaptive evolution R function kernel function estimate function CVtol

AdMit Description

The AdMit package will provide 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.

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