eve_var_est: Variance estimator using ancestory
In bonStats/smcdar: Delayed-acceptance SMC
Description
Usage
Arguments
Value
Description
See: Supplementary material for 'Variance estimation in the particle filter'
Usage
1
eve_var_est(particles, log_z, num_iter)
Arguments
particles
Particles to calculate variance estimate for.
log_z
log of normalising constant estimated by algorithm.
num_iter
Number of SMC iterations.
Value
estimate of MC variance of normalising constant.
bonStats/smcdar documentation built on Dec. 19, 2021, 10:47 a.m.
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Description Usage Arguments Value
Description
See: Supplementary material for 'Variance estimation in the particle filter'
Usage
1 | eve_var_est(particles, log_z, num_iter)
|
Arguments
particles |
Particles to calculate variance estimate for. |
log_z |
log of normalising constant estimated by algorithm. |
num_iter |
Number of SMC iterations. |
Value
estimate of MC variance of normalising constant.
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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