running_ess: Running effective sample size
In diagis: Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling
running_ess R Documentation
Running effective sample size
Description
Computes and returns the running estimate of effective sample size (ESS) of
importance sampling estimator.
Usage
running_ess(w, f, x)
Arguments
w
A numeric vector of non-negative weights.
f
A function used in computing f-specific ESS.
x
A numeric vector of samples used to generate w. Used for computing f(x).
Value
An effective sample size estimate.
diagis documentation built on Sept. 8, 2023, 6:13 p.m.
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| running_ess | R Documentation |
Running effective sample size
Description
Computes and returns the running estimate of effective sample size (ESS) of importance sampling estimator.
Usage
running_ess(w, f, x)
Arguments
w |
A numeric vector of non-negative weights. |
f |
A function used in computing |
x |
A numeric vector of samples used to generate |
Value
An effective sample size estimate.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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