normalize: Normalize weights

Description Usage Arguments Details Value Author(s) See Also

Description

Simple function that normalize vectors (ie takes log weights and returns normalized weights, in the SMC context).

Usage

1
    normalizeweight(log_weights)

Arguments

log_weights

Object of class "numeric": a real-valued vector

.

Details

Simple function that takes log weights (ie any real-valued vector), computes the exponential of it, divides it by its sum and returns it.

Value

The function returns an object of class "data.frame", with columns for the chain indices, the chain values, the iteration indices, and the associated log density values.

Author(s)

Luke Bornn <bornn@stat.harvard.edu>, Pierre E. Jacob <pierre.jacob.work@gmail.com>

See Also

smc


PAWL documentation built on May 2, 2019, 5:58 a.m.