Ardia, D.; Hoogerheide, L.F.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2008
estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. To … sampling algorithm. To illustrate the use of the package,
we apply the AdMit methodology to a bivariate bimodal distribution … sampling, inde-
pendence chain Metropolis-Hasting algorithm, Bayesian, R software
Corresponding author. Email: david …