importance_sampling_censored: Importance Sampling for Posterior Estimation

In CompRiskRel: Reliability and Competing Risks Analysis under Hybrid Censoring

Importance Sampling for Posterior Estimation

Description

Importance Sampling for Posterior Estimation

Usage

importance_sampling_censored(
  log_target,
  proposal_pdf,
  rproposal,
  n_sim = 10000
)

Arguments

log_target	Function evaluating log target density (unnormalized log posterior).
proposal_pdf	Density function of proposal distribution.
rproposal	Random generation function for proposal distribution.
n_sim	Sample size of proposal draws.

Value

List with posterior mean estimates, normalized importance weights, and effective sample size.

Examples

importance_sampling_censored(
  log_target = function(th) dexp(th, rate = 2, log = TRUE),
  proposal_pdf = function(th) dexp(th, rate = 1),
  rproposal = function(n) rexp(n, rate = 1),
  n_sim = 1000
)

CompRiskRel documentation built on Aug. 5, 2026, 9:08 a.m.