Adaptive Mixture of Student-t distributions CRAN Task View: Bayesian (http://CRAN.R-project.org/view=Bayesian) CRAN Task View: Cluster (http://CRAN.R-project.org/view=Cluster) CRAN Task View: Distributions (http://CRAN.R-project.org/view=Distributions) This package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings algorithm to obtain quantities of interest for the target density itself. Software Depends: mvtnorm Suggests: coda David Ardia <david.ardia@unifr.ch> David Ardia, Lennart F. Hoogerheide and Herman K. van Dijk GPL (>= 2) 2011-02-18 application/tgz http://CRAN.R-project.org/package=AdMit