Research report

The AdMit Package

    2009

7 pages

English This short note presents the R package AdMit 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 estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. To illustrate the use of the package, we apply the AdMit methodology to a bivariate bimodal distribution. We describe the use of the functions provided by the package and document the ability and relevance of the methodology to reproduce the shape of non-elliptical distributions.
Faculty
Faculté des sciences économiques et sociales
Department
Département d'économie quantitative
Language
  • English
Classification
Economics
License
License undefined
Identifiers
  • RERO DOC 30836
Persistent URL
https://folia.unifr.ch/unifr/documents/302739
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