Description Objects from the Class Slots Methods Author(s) See Also Examples

An Importance Sampling Object

The suggested way to construct objects of class `ISO`

is to use
the constructor functions `AIS(N, niter, p, target, initialize, mixture, verbose = FALSE, seed = NULL)`

and `AMIS(N, niter, p, target, initialize, mixture, verbose = FALSE, seed = NULL)`

`IS`

:A

`"matrix"`

the Importance Sample in the first`p`

columns and the Importance Weights in the last column.`Prop`

:A

`"numeric"`

with the mixture proportion for the maximum perplexity mixture.`Mean`

:A

`"numeric"`

containing the mean of the importance sample.`Var`

:A

`"matrix"`

containing the Variance Covariance Matrix of the importance sample.`Perp`

:A

`"numeric"`

with the maximum perplexity.`ESS`

:A

`"numeric"`

, the Effective Sample Size.`envir`

:A

`"environment"`

, it contains functions with suffix`r`

and`p`

with the "usual"`R`

meaning, for simulating from the target and for computing the value of the CDF. Their Argument lists are:`rTarg(n)`

`pTarg(q,lower.tail=TRUE,log.p=FALSE,N=1000)`

`seed`

:A

`"integer"`

, the initial seed for the pseudo-random number generator.`call`

:The

`"call"`

to the function.`args`

:A

`"list"`

with the arguments the function has been called with.

`AIS(N,niter,p,target,proposal=mvtComp(df=3),initialize,mixture,verbose=FALSE,tol=0.001,seed=sample(.Random.seed,1))`

A constructor function. See also

`AIS`

`AMIS(N,niter,p,target,proposal=mvtComp(df=3),initialize=uniInit(),mixture,verbose=FALSE,parallel = c("no", "multicore", "snow"),nCores=-1,cl=NULL,tol=0.001,seed=sample(.Random.seed,1),...)`

A constructor function. See also

`AMIS`

`plot(x,whichOne=1L,prj=1L:2L,N=100,xlim=c(-30,30),ylim=c(-30,30),main,...)`

`signature(x = "ISO")`

: plotting method.`whichOne`

Work in Progress

`prj`

For

`p`

>2 a vector of length 2 specifying the 2D marginal to be plotted.`N`

Size of the sample to plot.

`mean(x, fun=NULL,...)`

`signature(x = "ISO")`

: Returns the mean of`fun(x)`

.`var(x, y=NULL,na.rm=FALSE,use)`

`signature(x = "ISO")`

: Returns the Variance-Covariance of`y(x)`

.`weights`

`signature(object = "ISO")`

: Returns the IS weights.

`sample`

`signature(x="ISO",size)`

: To sample from the target distribution.`names`

`signature(x = "ISO")`

: alias for`slotNames`

.`[[`

`signature(x = "ISO")`

: subsetting of the object.`$`

`signature(x = "ISO")`

: subletting of the object.`show`

`signature(object = "ISO")`

: the show method.

Luca Pozzi, p.luc@stat.berkeley.edu

The package vignette `demoARAMIS`

.

1 | ```
showClass("ISO")
``` |

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