particle_ESS: Calculate the ESS
In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion
particle_ESS R Documentation
Calculate the ESS
Description
Calculates the ESS and the normalised weights from the logarithm of weihgts
Usage
particle_ESS(log_weights)
Arguments
log_weights
the logarithm of the particle weights
Value
A list with components
- log_weights
the logarithm of the particle weights
- normalised_weights
the normalised particle weights
- ESS
the effective sample size of particles (the inverse of the
sum of the weights squared)
Examples
particle_ESS(log_weights = c(1000.01, 1000.02, 1000.03))
rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.
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| particle_ESS | R Documentation |
Calculate the ESS
Description
Calculates the ESS and the normalised weights from the logarithm of weihgts
Usage
particle_ESS(log_weights)
Arguments
log_weights |
the logarithm of the particle weights |
Value
A list with components
- log_weights
the logarithm of the particle weights
- normalised_weights
the normalised particle weights
- ESS
the effective sample size of particles (the inverse of the sum of the weights squared)
Examples
particle_ESS(log_weights = c(1000.01, 1000.02, 1000.03))
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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