Package: optismixture
Title: Optimal Mixture Weights in Multiple Importance Sampling
Description: Code for optimal mixture weights in importance sampling. Workhorse
    functions penoptpersp() and penoptpersp.alpha.only() minimize estimated
    variances with and without control variates respectively. It can be used in
    adaptive mixture importance sampling, for example, function batch.estimation() does
    two stages, a pilot estimate of mixing alpha and a following importance
    sampling.
Version: 0.1
Author: Hera Y. He, Art B. Owen
Maintainer: Hera Y. He <yhe1@stanford.edu>
Depends: R (>= 3.0.2)
Imports: mvtnorm, Matrix
License: GPL-2
LazyData: true
Packaged: 2015-08-25 16:39:58 UTC; hera
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-08-25 19:20:56
