helske/diagis: Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling

Fast functions for effective sample size, weighted multivariate mean, variance, and quantile computation, and weight diagnostic plot for generic importance sampling type or other probability weighted samples.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.2.3
URL https://github.com/helske/diagis/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("helske/diagis")
helske/diagis documentation built on Sept. 9, 2023, 8:15 a.m.