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

Fast functions for effective sample size, weighted multivariate mean, variance, and quantile computation, and weight diagnostic plot for generic importance sampling type or other probability weighted samples.

Package details

AuthorJouni Helske [aut, cre] (<https://orcid.org/0000-0001-7130-793X>)
MaintainerJouni Helske <jouni.helske@iki.fi>
LicenseGPL (>= 2)
Version0.2.3
URL https://github.com/helske/diagis/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("diagis")

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diagis documentation built on Sept. 8, 2023, 6:13 p.m.