diagis

Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling

Last update: 5 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2.2, 0.1.0, 0.1.2, 0.1.3-1, 0.1.3, 0.1.4, 0.1.5, 0.2.1, 0.2.3

Description

Fast functions for effective sample size, weighted multivariate mean, variance, and quantile computation, and weight diagnostic plot for generic importance sampling type or other probability weighted samples.

Cited In (1)

bssm

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