get_additional_particles_smc: get_additional_particles_smc
In pierrejacob/bayeshscore: Bayesian Model Comparison using the Hyvarinen Score
View source: R/util_variance_reduction.R
Description
(SMC version) Generates additional particles given current ones, in order to reduce the variance
of the associated particle estimators. Nc is the desired total number of particles
to be used in the computation / estimation (so about Nc - Ntheta new particles are generated,
used in the estimation, and then discarded). The generated particles are equally weigthed.
Usage
1
2
get_additional_particles_smc(Nc, thetas, normw, byproducts, t, observations,
model, logtargetdensities, algorithmic_parameters)
pierrejacob/bayeshscore documentation built on May 25, 2019, 11:35 p.m.
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View source: R/util_variance_reduction.R
Description
(SMC version) Generates additional particles given current ones, in order to reduce the variance of the associated particle estimators. Nc is the desired total number of particles to be used in the computation / estimation (so about Nc - Ntheta new particles are generated, used in the estimation, and then discarded). The generated particles are equally weigthed.
Usage
1 2 | get_additional_particles_smc(Nc, thetas, normw, byproducts, t, observations,
model, logtargetdensities, algorithmic_parameters)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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