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

By Jouni Helske in R Package

June 1, 2020

Fast functions for effective sample size, weighted multivariate mean and variance computation, and weight diagnostic plot for generic importance sampling type results.

Posted on:
June 1, 2020
Length:
1 minute read, 22 words
Categories:
R Package
Tags:
Importance sampling
See Also: