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


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Documentation for package ‘diagis’ version 0.1.5

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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_se Weighted standard error
weighted_var Weighted covariance
weight_plot Diagnostic plot of importance sampling weights