weightedVariance: Compute the weighted variance of the particles.
In serrsBayes: Bayesian Modelling of Raman Spectroscopy
Description
Usage
Arguments
Value
See Also
Description
This SMC estimate of the variance can be used to scale the bandwidth of adaptive,
Gaussian random walk Metropolis-Hastings proposals.
Usage
1
weightedVariance(particles, log_weights, mean)
Arguments
particles
npeaks * npart Matrix of parameter values for each particle.
log_weights
logarithms of the importance weights of each particle.
mean
Vector of weighted means of each particle.
Value
A vector of variances, one for each row.
See Also
serrsBayes documentation built on June 28, 2021, 5:14 p.m.
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Description Usage Arguments Value See Also
Description
This SMC estimate of the variance can be used to scale the bandwidth of adaptive, Gaussian random walk Metropolis-Hastings proposals.
Usage
1 | weightedVariance(particles, log_weights, mean)
|
Arguments
particles |
|
log_weights |
logarithms of the importance weights of each particle. |
mean |
Vector of weighted means of each particle. |
Value
A vector of variances, one for each row.
See Also
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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