adapt_IS: Importance Sampler Adaptation
In JMacDonaldPhD/REpi: Pseudo-Marginal Analysis of partially observed Epidemics
adapt_IS R Documentation
Importance Sampler Adaptation
Description
Adapts the number of particles used in a given Importance
sampler to give adequate performance.
Usage
adapt_IS(N0, IS_estimator, param, no_samples = 10000)
Arguments
N0
Initial number of particles.
IS_estimator
A function which carries out Importance sampling.
param
A list of epidemic and observational parameters to be passed
on to IS_estimator
no_samples
Number of IS estimates calculated to estimate the variance
of the IS estimator.
Value
Returns number of particles which gives adequate variance of the log-estimate.
JMacDonaldPhD/REpi documentation built on Aug. 2, 2022, 2:09 p.m.
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| adapt_IS | R Documentation |
Importance Sampler Adaptation
Description
Adapts the number of particles used in a given Importance sampler to give adequate performance.
Usage
adapt_IS(N0, IS_estimator, param, no_samples = 10000)
Arguments
N0 |
Initial number of particles. |
IS_estimator |
A function which carries out Importance sampling. |
param |
A list of epidemic and observational parameters to be passed
on to |
no_samples |
Number of IS estimates calculated to estimate the variance of the IS estimator. |
Value
Returns number of particles which gives adequate variance of the log-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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