running_ess: Running effective sample size

View source: R/ess.R

running_essR Documentation

Running effective sample size

Description

Computes and returns the running estimate of effective sample size (ESS) of importance sampling estimator.

Usage

running_ess(w, f, x)

Arguments

w

A numeric vector of non-negative weights.

f

A function used in computing f-specific ESS.

x

A numeric vector of samples used to generate w. Used for computing f(x).

Value

An effective sample size estimate.


helske/diagis documentation built on Sept. 9, 2023, 8:15 a.m.