diagis: Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling
Version 0.1.2

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

AuthorJouni Helske
Date of publication2017-05-22 15:41:57 UTC
MaintainerJouni Helske <jouni.helske@jyu.fi>
LicenseGPL (>= 2)
Version0.1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("diagis")

Getting started

diagis: Diagnostic plot and multivariate summary statistics of weighted samples from importance sampling

Popular man pages

diagis: Auxiliary functions and diagnostic plots for importance...
ess: Effective sample size
running_ess: Running effective sample size
running_var: Running variance of a vector
running_weighted_var: Running weighted variance of a vector
weighted_se: Weighted standard error
weight_plot: Diagnostic plot of importance sampling weights
See all...

All man pages Function index File listing

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

Functions

arma_running_mean Source code
arma_running_mean_vec Source code
arma_running_var Source code
arma_running_weighted_mean Source code
arma_running_weighted_mean_vec Source code
arma_running_weighted_var Source code
arma_weighted_mean Source code
arma_weighted_mean_mat Source code
arma_weighted_mean_vec Source code
arma_weighted_se Source code
arma_weighted_se_vec Source code
arma_weighted_var Source code
arma_weighted_var_mat Source code
arma_weighted_var_vec Source code
arma_weighted_var_vec_t Source code
diagis Man page
diagis-package Man page
ess Man page Source code
running_ess Man page Source code
running_mean Man page Source code
running_mean.matrix Source code
running_mean.mcmc Source code
running_mean.numeric Source code
running_mean.ts Source code
running_var Man page Source code
running_weighted_mean Man page Source code
running_weighted_mean.matrix Source code
running_weighted_mean.mcmc Source code
running_weighted_mean.numeric Source code
running_weighted_mean.ts Source code
running_weighted_var Man page Source code
weight_plot Man page Source code
weighted_mean Man page Source code
weighted_mean.array Source code
weighted_mean.matrix Source code
weighted_mean.mcmc Source code
weighted_mean.numeric Source code
weighted_mean.ts Source code
weighted_se Man page Source code
weighted_se.matrix Source code
weighted_se.mcmc Source code
weighted_se.numeric Source code
weighted_se.ts Source code
weighted_var Man page Source code
weighted_var.array Source code
weighted_var.matrix Source code
weighted_var.mcmc Source code
weighted_var.numeric Source code
weighted_var.ts Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/diagis.pdf
inst/doc/diagis.R
inst/doc/diagis.Rmd
tests
tests/test_all.R
tests/testthat
tests/testthat/test-ess.R
tests/testthat/test-var.R
tests/testthat/test-mean.R
src
src/Makevars
src/summary.h
src/summary_vec.cpp
src/summary.cpp
src/summary_mat.cpp
src/Makevars.win
src/init.c
src/RcppExports.cpp
NAMESPACE
NEWS
R
R/means.R
R/ses.R
R/weight_plot.R
R/RcppExports.R
R/ess.R
R/vars.R
R/diagis-package.R
vignettes
vignettes/diagis.bib
vignettes/diagis.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/running_weighted_var.Rd
man/weighted_mean.Rd
man/weighted_se.Rd
man/weight_plot.Rd
man/running_var.Rd
man/weighted_var.Rd
man/running_mean.Rd
man/diagis.Rd
man/ess.Rd
man/running_weighted_mean.Rd
man/running_ess.Rd
diagis documentation built on May 23, 2017, 9:03 a.m.

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