Diagnostic Plot and Multivariate Summary Statistics of Weighted
Samples from Importance Sampling
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Documentation for package ‘diagis’ version 0.2.3
Help Pages
| diagis-package | Auxiliary functions and diagnostic plots for importance sampling |
| diagis | Auxiliary functions and diagnostic plots for importance sampling |
| ess | Effective sample size |
| running_ess | Running effective sample size |
| running_mean | Running mean |
| running_var | Running variance of a vector |
| running_weighted_mean | Running weighted mean |
| running_weighted_var | Running weighted variance of a vector |
| weighted_mean | Weighted mean |
| weighted_quantile | Weighted quantiles |
| weighted_se | Weighted standard error |
| weighted_var | Weighted covariance |
| weight_plot | Diagnostic plot of importance sampling weights |