Impsamp: Importance sampling

In baccione-eawag/EawagSchoolTools: Miscellaneous Tools for Eawag Summer School in Environmental Systems Analysis

Description

Calculate an importance sample of a distribution.

Usage

Impsamp(log.pdf,z,z.log.pdf,...)

Arguments

log.pdf	log probability density function
z	parameter samples
z.log.pdf	log probability density at the sample points
...	additional arguments passed to log.pdf

Value

Returns a list containing:

z	values of z
w	values of w
ess	values of ess
log.pdf.dist	values of log probability density
log.pdf.samp	log probability density at the sample points (z.log.pdf)

Author(s)

Peter Reichert <[e-mail]>

baccione-eawag/EawagSchoolTools documentation built on Dec. 19, 2021, 6:38 a.m.