diagis: Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling

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Fast functions for effective sample size, weighted multivariate mean and variance computation, and weight diagnostic plot for generic importance sampling type results.

Author
Jouni Helske
Date of publication
2016-10-29 22:24:06
Maintainer
Jouni Helske <jouni.helske@jyu.fi>
License
GPL (>= 2)
Version
0.1.0

View on CRAN

Man pages

diagis
Auxiliary functions and diagnostic plots for importance...
ess
Effective sample size
running_ess
Running effective sample size
running_mean
Running mean
running_var
Running variance of a vector
running_weighted_mean
Running weighted mean
running_weighted_var
Running weighted variance of a vector
weighted_mean
Weighted mean
weighted_se
Weighted standard error
weighted_var
Weighted covariance
weight_plot
Diagnostic plot of importance sampling weights

Files in this package

diagis
diagis/inst
diagis/inst/CITATION
diagis/inst/doc
diagis/inst/doc/diagis.pdf
diagis/inst/doc/diagis.R
diagis/inst/doc/diagis.Rmd
diagis/tests
diagis/tests/test_all.R
diagis/tests/testthat
diagis/tests/testthat/test-ess.R
diagis/tests/testthat/test-var.R
diagis/tests/testthat/test-mean.R
diagis/src
diagis/src/Makevars
diagis/src/summary.h
diagis/src/summary_vec.cpp
diagis/src/summary.cpp
diagis/src/summary_mat.cpp
diagis/src/Makevars.win
diagis/src/RcppExports.cpp
diagis/NAMESPACE
diagis/R
diagis/R/means.R
diagis/R/ses.R
diagis/R/weight_plot.R
diagis/R/RcppExports.R
diagis/R/ess.R
diagis/R/vars.R
diagis/R/diagis-package.R
diagis/vignettes
diagis/vignettes/diagis.bib
diagis/vignettes/diagis.Rmd
diagis/MD5
diagis/build
diagis/build/vignette.rds
diagis/DESCRIPTION
diagis/man
diagis/man/running_weighted_var.Rd
diagis/man/weighted_mean.Rd
diagis/man/weighted_se.Rd
diagis/man/weight_plot.Rd
diagis/man/running_var.Rd
diagis/man/weighted_var.Rd
diagis/man/running_mean.Rd
diagis/man/diagis.Rd
diagis/man/ess.Rd
diagis/man/running_weighted_mean.Rd
diagis/man/running_ess.Rd