var.rwts: Variance of the rescaled weights when estimating the...

Description Usage Arguments Value Note References See Also Examples

View source: R/var.rwts.R

Description

Calculates the variance of the rescaled weights

Usage

1

Arguments

w

A vector of importance weights corresponding to each row of the mixture of the prior and multivariate gaussian draws

Value

A scalar representing the variance of the rescaled weights

Note

Used in the final.resamp function

References

Poole, David and Adrian Raftery. 2000. "Inference for Deterministic Simulation Models: The Bayesian Melding Approach." Journal of the American Statistical Association 95:1244–1255.

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.

See Also

final.resamp, hp.bm.imis

Examples

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3
#Generate a vector of weights#
wts <- runif(100, 0, .99)
var.rwts(wts)

HPbayes documentation built on May 29, 2017, 6:46 p.m.