##' Effective sample size
##'
##' Estimate the effective sample size of a Monte Carlo computation.
##'
##' Effective sample size is computed as
##' \deqn{\left(\sum_i\!w_{it}^2\right)^{-1},}{1/(sum(w_it^2)),}
##' where \eqn{w_{it}}{w_it} is the normalized weight of particle \eqn{i} at time \eqn{t}.
##'
##' @name eff.sample.size
##' @rdname eff_sample_size
##' @include pfilter.R bsmc2.R
##' @aliases eff.sample.size eff.sample.size,missing-method eff.sample.size,ANY-method
##' @family particle filter methods
##' @inheritParams filter.mean
##'
NULL
setGeneric(
"eff.sample.size",
function (object, ...)
standardGeneric("eff.sample.size")
)
setMethod(
"eff.sample.size",
signature=signature(object="missing"),
definition=function (...) {
reqd_arg("eff.sample.size","object")
}
)
setMethod(
"eff.sample.size",
signature=signature(object="ANY"),
definition=function (object, ...) {
undef_method("eff.sample.size",object)
}
)
##' @name eff.sample.size-bsmcd_pomp
##' @aliases eff.sample.size,bsmcd_pomp-method
##' @rdname eff_sample_size
##' @export
setMethod(
"eff.sample.size",
signature=signature(object="bsmcd_pomp"),
definition=function(object,...)object@eff.sample.size
)
##' @name eff.sample.size-pfilterd_pomp
##' @aliases eff.sample.size,pfilterd_pomp-method
##' @rdname eff_sample_size
##' @export
setMethod(
"eff.sample.size",
signature=signature(object="pfilterd_pomp"),
definition=function(object,...)object@eff.sample.size
)
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