entropy.wts | R Documentation |
Performance measure for the IMIS algorithm that calculates the entropy of the importance weights relative to uniformity.
entropy.wts(w)
w |
A vector of importance weights corresponding to each row of the mixture of the prior and multivariate gaussian draws. |
Vector of entropy values relative to uniformity for a vector of weights.
For use in the function final.resamp.
Raftery, A. and Bao, L. (2009). Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling. Technical Report 560, Department of Statistics, University of Washington.
Poole, D. and Raftery, A. (2000). Inference for Deterministic Simulation Models: The Bayesian Melding Approach. Journal of the American Statistical Association 95:1244–1255.
Sharrow, D.J., Clark, S.J., Collinson, M.A., Kahn, K. and Tollman, S.M. (2013). The Age Pattern of Increases in Mortality Affected by HIV: Bayesian Fit of the Heligman-Pollard Model to Data from the Agincourt HDSS Field Site in Rural Northeast South Africa. Demogr. Res. 29, 1039–1096.
final.resamp
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