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AdMit

2.1.12Package record

Adaptive Mixture of Student-t Distributions

0packages depend
5.5Kdownloads / year
95.7%test coverage
13/13flavors OK

Overview

About
Maintained by David ArdiaCRAN page ↗GitHub ↗Issues ↗Declared funder: David Ardia

Provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function as described in Ardia et al. (2009) doi:10.18637/jss.v029.i03. 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.

Changes in 2.1.12
  • The probability optimization is no longer sensitive to the scale of the log-kernel. 'fnlnf_C' forms exp(2 * lnw) directly, which overflows above about +350 and underflows below about -350, so 'AdMit' aborted with "NA/NaN gradient evaluation" for any target whose log-kernel lies outside that band, that is, for essentially any posterior with more than a handful of observations. The objective is invariant to a constant shift of the log-kernel, so it is now centred before the native call; the softmax mapping the free parameters to probabilities is max-shifted for the same reason. NOTE: the mode search in 'fn.optmu' still uses optim()'s relative 'reltol', so a heavily offset log-kernel converges to a slightly looser mode. Centring the kernel remains good practice.
  • 'KERNEL' results are validated before use. A kernel that is not vectorized used to be recycled silently to the required length, and one returning a zero-length result left the native Metropolis-Hastings routine reading past the end of the vector. NA and NaN results are rejected; -Inf, a legitimate zero density, is not.
Show all changes in 2.1.12Hide the rest of the changes in 2.1.12
  • The value returned by 'G' in 'AdMitIS' is validated: wrong length, wrong type and NA/NaN now give an informative error instead of a cryptic one from the matrix algebra.
  • 'dMit' and 'rMit' no longer describe different mixtures when the probabilities do not sum to one: 'dMit' used them as given while 'rMit' normalised them through 'sample'. They are now normalised once, with a warning; a mixture that already sums to one is left untouched.
  • Mixture components with a non-finite, non-symmetric or non-positive definite scale matrix are rejected instead of producing infinite densities and degenerate draws.
  • The acceptance rate reported by 'AdMitMH' is now the number of accepted proposals divided by N-1. The chain makes N-1 proposals, the first draw being its initial state, so a candidate equal to the target reported (N-1)/N instead of one.
  • 'fn.CV' returns zero for a constant weight vector instead of stopping. A candidate that reproduces the target exactly is the ideal case, not an error, and the adaptive loop now stops there rather than dividing by it.
  • 'fnKernelMixtureArch_C', the kernel of the package demo, combines its two log-densities around the larger of the two. Forming the exponentials first returned -Inf for large observations or small conditional variances.
  • 'N' is rejected above .Machine$integer.max, where the coercion in '.C' would have produced NA. 'AdMitIS' requires N >= 2, as its NSE and RNE are not defined for a single draw. 'mu0' must be finite, and 'ISscale' must be strictly positive, as the documentation already stated.
  • Documentation: the degrees-of-freedom domain of 'mit$df' is stated as a positive real number, matching the implementation; the acceptance rate and the RNE = NA convention are documented.
  • Declared 'testthat (>= 3.1.5)', the version that introduced 'expect_no_warning' and 'expect_no_error', which the test suite uses.

This release does change results, unlike 2.1.10 and 2.1.11. The acceptance

rate of 'AdMitMH' is larger by a factor N/(N-1) by design. Centring the

log-kernel perturbs the fitted mixture at the level of 1e-8 relative, and

the draws and estimates that follow from it accordingly. Nothing else moved:

the demo reproduces its mode, coefficient of variation path and posterior

mean unchanged.

From NEWS in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.3 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-26
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 2.1.12
READMEYes · 236 wordsVignettesNoNEWSYes · 0% structured · mentions 2.1.12Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Cites a JSS articleCites an R Journal article
Help pages
4
Examples that run
100%4 run in a plain check
Exported functions with examples
100%
Documented parameters
95%
Return-value docs
100%
Help pages citing references
100%

Also includes 1 demo script (run with demo())

Downloads

5.5K
CRAN downloads in the past year
Rank #4,607 · ~15/day · ~455/mo
Daily download trend is not available in this view yet.
59630 days
1.8K90 days
5.5K1 year
Compare downloads with other packages →
Also on439 r2u31 autocran164 c2d4u

Repository

2Stars
2Forks
0Open issues
0Open PRs
2Releases
44Commits
2Commit identities
adaptivemixture-modelmixturedistributionmcmcfitting
License file reads as GPL-2.0 · 44 commits · Last activity 2026-08-21
Responsiveness
not measured

Stars over time

2017-10-06 · 22026-07-07 · 2
PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/ardiad/admit on 2026-10-18.

Governance and community (1)
Contributing guide
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)

Installing AdMit adds 1 package (1 with compiled code, 1.0 MB of source tarballs). Heaviest: mvtnorm 1.0 MB.

Depends (1)
R >= 3.5.0
Imports (1)
LinkingTo (0)
none
Suggests (3)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (3)
Author, Maintainer since 1-00.02 (2008), Copyright holder, Funder
Contributor · added in 2.1.1
Contributor · added in 2.1.1
Listed in earlier versions (2)
Herman K. van Dijk
no longer listed · 1-00.02 to 2.0.1
Lennart F. Hoogerheide
no longer listed · 1-00.02 to 2.0.1
Releases (18)

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  • 2.1.12Latest
    record
    2026-08-21 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 2.1.9
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    2022-02-08 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 2.1.8
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    2021-05-16 · diff ↗
  • 2.1.6
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    2021-04-21 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
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    2020-04-20 · diff ↗
  • 2.1.4
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    2020-04-19 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
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  • 2.1.3
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    2017-02-05 · diff ↗
  • 2.1.2
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    2017-01-18 · diff ↗
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    2017-01-13 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
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    2014-01-07 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
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    2012-09-08 · diff ↗
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    2012-08-21 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
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    2011-02-18 · diff ↗
  • R
    R 2.12.0 released · 2010-10-15
  • R
    R 2.11.0 released · 2010-04-22
  • R
    R 2.10.0 released · 2009-10-26
  • 1-01.03
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    2009-08-20 · diff ↗
  • 1-01.02
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    2009-05-11 · diff ↗
  • R
    R 2.9.0 released · 2009-04-17
  • 1-01.01
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    2009-01-25 · diff ↗
  • 1-00.04
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    2008-12-01 · diff ↗
  • R
    R 2.8.0 released · 2008-10-20
  • 1-00.02
    record
    2008-06-11
  • R
    R 2.7.0 released · 2008-04-22

Package metadata

First published
2008-06-11
Total releases
18 / 18 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.5.0
Download size
47 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("AdMit")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v029.i03, 10.32614/rj-2009-003.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for AdMit version 2.1.12 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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