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IMIS (version 0.1)

Increamental Mixture Importance Sampling

Description

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.

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Install

install.packages('IMIS')

Monthly Downloads

11

Version

0.1

License

GPL (>= 2)

Maintainer

Le Bao

Last Published

October 29th, 2012