ess {diagis}R Documentation

Effective sample size

Description

Computes the effective sample size (ESS) of importance sampling estimator.

Usage

ess(w, f, x)

Arguments

w

A numeric vector of non-negative weights.

f

A function used in computing f-specific ESS.

x

A numeric vector of samples used to generate w. Used for computing f(x).

Value

An effective sample size estimate.

[Package diagis version 0.2.3 Index]