optismixture: Optimal Mixture Weights in Multiple Importance Sampling
In thq80/Owen_2000_Safe-and-Effective-IS: Optimal Mixture Weights in Multiple Importance Sampling
Description
Workhorse functions penoptpersp and penoptpersp.alpha.only minimize estimated variances with and without control variates respectively. It can be used in adaptive mixture importance sampling, for example, function batch.estimation does a two-stage estimation, a pilot estimate of mixing α and a following importance sampling estimation.
thq80/Owen_2000_Safe-and-Effective-IS documentation built on May 10, 2019, 9:53 a.m.
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Description
Workhorse functions penoptpersp and penoptpersp.alpha.only minimize estimated variances with and without control variates respectively. It can be used in adaptive mixture importance sampling, for example, function batch.estimation does a two-stage estimation, a pilot estimate of mixing α and a following importance sampling estimation.
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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