redist.smc_is_ci {redist}

(Deprecated) Confidence Intervals for Importance Sampling Estimates

Description

Builds a confidence interval for a quantity of interest, given importance sampling weights.

Usage

redist.smc_is_ci(x, wgt, conf = 0.99)

Arguments

x

A numeric vector containing the quantity of interest

wgt

A numeric vector containing the nonnegative importance weights. Will be normalized automatically.

conf

The confidence level for the interval.

Value

A two-element vector of the form ⁠[lower, upper]⁠ containing the importance sampling confidence interval.