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

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

Package details

AuthorJouni Helske [aut, cre] (<https://orcid.org/0000-0001-7130-793X>)
MaintainerJouni Helske <jouni.helske@iki.fi>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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diagis documentation built on July 1, 2020, 5:50 p.m.