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 |