# 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:

- You must cite Ardia
et al. (2009a) in working papers and published papers that use
`AdMit`

.
- You must place the following URL in a footnote to help others find
`AdMit`

: https://CRAN.R-project.org/package=AdMit.
- 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