diagis

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

Jouni Helske

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.

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