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diagis (version 0.2.3)

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

Description

Fast functions for effective sample size, weighted multivariate mean, variance, and quantile computation, and weight diagnostic plot for generic importance sampling type or other probability weighted samples.

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Install

install.packages('diagis')

Monthly Downloads

903

Version

0.2.3

License

GPL (>= 2)

Issues

0

Pull Requests

0

Stars

1

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0

Maintainer

Jouni Helske

Last Published

September 5th, 2023

Functions in diagis (0.2.3)

running_mean

Running mean
weighted_mean

Weighted mean
running_weighted_mean

Running weighted mean
ess

Effective sample size
running_ess

Running effective sample size
running_weighted_var

Running weighted variance of a vector
running_var

Running variance of a vector
weighted_quantile

Weighted quantiles
diagis

Auxiliary functions and diagnostic plots for importance sampling
weight_plot

Diagnostic plot of importance sampling weights
weighted_var

Weighted covariance
weighted_se

Weighted standard error