ess.weights = function(weights, engine="R")
{
weights = check.weights(weights, log=F, normalized=T)
engine=pmatch(engine, c("R","C"))
switch(engine,
{
# R implementation
return(1/sum(weights^2))
# Could compute this as
# return(length(weights)/(1+cov.weights(weights)))
# as in Liu and Chen 1995.
},
{
# C implementation
out = .C("ess_R",
as.integer(length(weights)),
as.double(weights),
ess = double(1))
return(out$ess)
})
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.