ESS: Effective Sample Size of importance weights

Description Usage Arguments Details Value See Also

Description

Compute the efficient sample size of a set of possibly un-normalized weights.

Usage

1

Arguments

weights

Array of weights: they do not need to sum to 1

Details

The weights will be automatically normalized by the function. If the sum of the weights is null or not finite, raise a warning and return +Inf.

Value

Effective Sample Size of importance weight

See Also

CV


nickpoison/nltsa documentation built on May 23, 2019, 4:48 p.m.