Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling

diagis | Auxiliary functions and diagnostic plots for importance... |

ess | Effective sample size |

running_ess | Running effective sample size |

running_mean | Running mean |

running_var | Running variance of a vector |

running_weighted_mean | Running weighted mean |

running_weighted_var | Running weighted variance of a vector |

weighted_mean | Weighted mean |

weighted_quantile | Weighted quantiles |

weighted_se | Weighted standard error |

weighted_var | Weighted covariance |

weight_plot | Diagnostic plot of importance sampling weights |

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