Man pages for thq80/Owen_2000_Safe-and-Effective-IS
Optimal Mixture Weights in Multiple Importance Sampling
| alpha2N | Internal function. convert mixture proportions to mixture... |
| batch.estimation | Two stage estimation, a pilot estimate of mixing alpha and a... |
| compatible.test | Test the compatibility of user defined functions _fname,... |
| do.mixture.sample | Internal function. sample from the mixture distribution... |
| do.plain.mc | Do plain monte carlo with target density |
| get.index.b | Internal function. Get the row index in the stacked sample... |
| get.initial.alpha | Internal function. Calculate the initial alpha vector for the... |
| get.var | Internal function. With stratified samples, calculate the... |
| mixture.is.estimation | For a given mixture weight alpha, use importance sample with... |
| optismixture | Optimal Mixture Weights in Multiple Importance Sampling |
| penoptpersp | penalized optimization of the constrained linearized... |
| penoptpersp.alpha.only | penalized optimization of the constrained linearized... |
