redist.smc_is_ci | R Documentation |
Builds a confidence interval for a quantity of interest, given importance sampling weights.
redist.smc_is_ci(x, wgt, conf = 0.99)
x |
A numeric vector containing the quantity of interest |
wgt |
A numeric vector containing the nonnegative importance weights. Will be normalized automatically. |
conf |
The confidence level for the interval. |
A two-element vector of the form [lower, upper]
containing
the importance sampling confidence interval.
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