weightedMean {serrsBayes}

Compute the weighted arithmetic means of the particles.

Description

This SMC estimate of the means can be used to centre independent Metropolis-Hastings proposals.

Usage

weightedMean(particles, log_weights)

Arguments

particles

npeaks * npart Matrix of parameter values for each particle.

log_weights

logarithms of the importance weights of each particle.

Value

A vector of means, one for each row.

See Also

weighted.mean