Package: proxymix
Type: Package
Title: Kullback-Leibler Optimal Gaussian Mixture Proxies for Target
        Densities
Version: 0.16.0.9000
Authors@R: c(
    person(given = "Max",
           family = "Moldovan",
           role = c("aut", "cre"),
           email = "max.moldovan@gmail.com",
           comment = c(ORCID = "0000-0001-9680-8474")),
    person(given = "John",
           family = "van der Hoek",
           role = "aut",
           email = "john.vanderhoek@adelaide.edu.au"))
Description: Fits multivariate Gaussian-mixture proxies that are
        Kullback-Leibler optimal to user-supplied target densities on
        real Euclidean space. Three fitting regimes are unified under
        one verb: (i) closed-form moment matching for a single
        component, (ii) classical expectation-maximisation when
        independent samples are available, and (iii) importance-sampled
        expectation-maximisation that minimises the Kullback-Leibler
        divergence when the target can be evaluated point-wise but not
        (cheaply) sampled. Closed-form Gaussian-mixture operators
        (density, sampling, marginalisation, conditioning, divergence)
        round out the toolkit. The conditioning operator drives
        multiple imputation of data missing at random, covering the
        multimodal and heteroscedastic cases a single-Gaussian model
        cannot represent. Implements the regime hierarchy of van der
        Hoek and Elliott (2024) <doi:10.1080/07362994.2024.2372605>.
License: MIT + file LICENSE
URL: https://github.com/max578/proxymix,
        https://max578.github.io/proxymix/
BugReports: https://github.com/max578/proxymix/issues
Encoding: UTF-8
Language: en-AU
Depends: R (>= 4.3)
Imports: S7, stats, mvnfast, cli, rlang, data.table, withr
Suggests: mclust, mice, generics, ggplot2, viridis, patchwork, knitr,
        rmarkdown, testthat (>= 3.0.0), vdiffr, spelling, covr
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
Config/testthat/edition: 3
Config/testthat/parallel: true
Config/roxygen2/version: 8.1.0
Repository: https://max578.r-universe.dev
Date/Publication: 2026-10-17 10:46:57 UTC
RemoteUrl: https://github.com/max578/proxymix
RemoteRef: main
RemoteSha: 0ae0213bec4eacf7c4697cb0003fc6474263ced1
NeedsCompilation: no
Packaged: 2026-10-17 13:57:03 UTC; root
Author: Max Moldovan [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-9680-8474>),
  John van der Hoek [aut]
Maintainer: Max Moldovan <max.moldovan@gmail.com>