Browsing Norges Banks vitenarkiv by Subject "R software"
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The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian Inference
(Working Papers;10/2017, Working paper, 2017)This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density ...