resampleStratified: Stratified Resampling

Description Usage Arguments Value

View source: R/resampleStratified.R

Description

A resampling function. Stratified resampling is used to reduce variance when Monte Carlo methods are implemented to estimate population statistics. We pre-partition the (0,1] into n disjoint sets, then draw independetly from each sub-intervals.

Usage

1

Arguments

w

Sample weights.

N

Number of particles. Defalut is the length of w.

Value

Return the index that is chosen.


azure10h/PFSMC documentation built on Feb. 5, 2020, 5:11 a.m.