normal_log_IS_estimate: Helper function to perform importance sampling for the random...

In JTT94/cpmmc:

Description

Runs importance sampling

Usage

normal_log_IS_estimate(data, theta, new_u)

Arguments

data,	a array of data points, indexed first by the number of data points, at each data point is the possibly multi-dimensional data
theta,	a possibly multivariate array constant added to each 2-dimensional entry of u_t must be same number of parameters as each entry of u_t and of each data-point
new_u,	a 3-dimensional array of auxilliary variables used for proposal in importance sampling dim = c(number_of_samples, dimension_of_each_point, number_of_data_points)

Value

numeric value, log of importance sampling estimate for g_theta = N(x,1), f_theta = N(theta,1)

JTT94/cpmmc documentation built on May 14, 2019, 12:08 p.m.