Science Score: 13.0%
This score indicates how likely this project is to be science-related based on various indicators:
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○CITATION.cff file
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○codemeta.json file
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○.zenodo.json file
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✓DOI references
Found 16 DOI reference(s) in README -
○Academic publication links
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○Scientific vocabulary similarity
Low similarity (7.3%) to scientific vocabulary
Keywords
Repository
Adaptive Mixture of Student-t distributions
Basic Info
- Host: GitHub
- Owner: ArdiaD
- License: gpl-2.0
- Language: R
- Default Branch: master
- Size: 5.19 MB
Statistics
- Stars: 2
- Watchers: 2
- Forks: 2
- Open Issues: 0
- Releases: 0
Topics
Metadata Files
README.md
AdMit
AdMit (Ardia et al., 2009a) is an R package which provides
flexible functions to approximate a certain target distribution and to efficiently generate a sample of
random draws from it, given only a kernel of the target density function. The core
algorithm fits an adaptive mixture of Student-t distributions to the density of interest, and then,
importance sampling or the independence chain Metropolis-Hastings algorithm is used to obtain
quantities of interest for the target density, using the fitted mixture as the importance or
candidate density. The estimation procedure is fully automatic and thus avoids the
time-consuming and difficult task of tuning a sampling algorithm.
Full description of the algorithm and numerous applications are available in Ardia et al. (2009a) and Ardia et al. (2009b).
Please cite the package in publications!
By using AdMit you agree to the following rules:
1) You must cite Ardia et al. (2009a) in working papers and published papers that use AdMit.
2) You must place the following URL in a footnote to help others find AdMit: https://CRAN.R-project.org/package=AdMit.
3) You assume all risk for the use of AdMit.
Ardia, D., Hoogerheide, L., van Dijk, H.K. (2009a).
Adaptive mixture of Student-t distributions as a flexible candidate
distribution for efficient simulation: The R package AdMit.
Journal of Statistical Software, 29(3), 1-32.
https://doi.org/10.18637/jss.v029.i03
Ardia, D., Hoogerheide, L., van Dijk, H.K. (2009b).
AdMit: Adaptive mixture of Student-t distributions.
R Journal, 1(1), 25-30.
https://doi.org/10.32614/RJ-2009-003
Owner
- Name: David Ardia
- Login: ArdiaD
- Kind: user
- Location: Canada
- Company: HEC Montréal
- Website: https://ardiad.github.io
- Repositories: 5
- Profile: https://github.com/ArdiaD
Professor in Quantitative Finance
GitHub Events
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Committers
Last synced: 9 months ago
Top Committers
| Name | Commits | |
|---|---|---|
| ardiad | d****h@g****m | 36 |
| ArdiaD | d****a@f****a | 2 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 0
- Total pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Total issue authors: 0
- Total pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
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- Merged pull requests: 0
- Bot issues: 0
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Packages
- Total packages: 1
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Total downloads:
- cran 577 last-month
- Total docker downloads: 21,777
- Total dependent packages: 0
- Total dependent repositories: 1
- Total versions: 17
- Total maintainers: 1
cran.r-project.org: AdMit
Adaptive Mixture of Student-t Distributions
- Homepage: https://github.com/ArdiaD/AdMit
- Documentation: http://cran.r-project.org/web/packages/AdMit/AdMit.pdf
- License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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Latest release: 2.1.9
published about 4 years ago
Rankings
Maintainers (1)
Dependencies
- mvtnorm * depends
- coda * suggests