entropy.wts: Entropy of the rescaled weights relative to uniformity.

Description Usage Arguments Value Note References See Also

View source: R/HP.mod.R

Description

Performance measure for the IMIS algorithm that calculates the entropy of the importance weights relative to uniformity.

Usage

1

Arguments

w

A vector of importance weights corresponding to each row of the mixture of the prior and multivariate gaussian draws.

Value

Vector of entropy values relative to uniformity for a vector of weights.

Note

For use in the function final.resamp.

References

Raftery, A. and Bao, L. (2009). Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling. Technical Report 560, Department of Statistics, University of Washington.

Poole, D. and Raftery, A. (2000). Inference for Deterministic Simulation Models: The Bayesian Melding Approach. Journal of the American Statistical Association 95:1244<e2><80><93>1255.

Sharrow, D.J., Clark, S.J., Collinson, M.A., Kahn, K. and Tollman, S.M. (2013). The Age Pattern of Increases in Mortality Affected by HIV: Bayesian Fit of the Heligman-Pollard Model to Data from the Agincourt HDSS Field Site in Rural Northeast South Africa. Demogr. Res. 29, 1039<e2><80><93>1096.

See Also

final.resamp


strandCet documentation built on May 1, 2019, 8:19 p.m.