Performance measure for the IMIS algorithm that calculates the entropy of the importance weights relative to uniformity.
A vector of importance weights corresponding to each row of the mixture of the prior and multivariate gaussian draws
Vector of entropy values relative to uniformity for a vector of weights
For use in the function
final.resamp from the package
Raftery, Adrian and Le Bao. 2009. "Estimating and Projecting Trends in HIV/AIDS Gen- eralized Epidemics Using Incremental Mixture Importance Sampling." Technical Report 560, Department of Statistics, University of Washington.
Poole, David and Adrian Raftery. 2000. "Inference for Deterministic Simulation Models: The Bayesian Melding Approach." Journal of the American Statistical Association 95:1244–1255.
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