IMIS: Increamental Mixture Importance Sampling

IMIS algorithm draws samples from the posterior distribution. The user has to define the following R functions in advance: prior(x) calculates prior density of x, likelihood(x) calculates the likelihood of x, and sample.prior(n) draws n samples from the prior distribution.

Version: 0.1
Depends: mvtnorm
Published: 2010-12-09
Author: Adrian Raftery, Le Bao
Maintainer: Le Bao <lebao at uw.edu>
License: GPL (≥ 2)
URL: http://www.stat.washington.edu/research/reports/2009/tr560.pdf
CRAN checks: IMIS results

Downloads:

Package source: IMIS_0.1.tar.gz
MacOS X binary: IMIS_0.1.tgz
Windows binary: IMIS_0.1.zip
Reference manual: IMIS.pdf
Old sources: IMIS archive