running_weighted_var

Computes running weighted variance of a vector, returning the values from each step.

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.

Jouni Helske

diagis

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

running_weighted_var function

<dl><dt>x</dt>
<dd>A numeric vector or object that can be coerced to such.</dd>
<dt>w</dt>
<dd>A numeric vector of non-negative weights. Will be automatically 
normalised to sum to one.</dd>
<dt>method</dt>
<dd>Estimator type, either <code>"moment"</code> (default) or 
<code>"unbiased"</code>, which is unbiased only in case of frequency weights.</dd>
<dt>na.rm</dt>
<dd>If <code>TRUE</code>, <code>NA</code> values in <code>x</code> (and corresponding weights in <code>w</code>) are
omitted from the computation. Default is <code>FALSE</code>.</dd></dl>

Arguments

Running weighted variance of a vector — running_weighted_var

<dl>

<dt>x</dt>
<dd>A numeric vector or object that can be coerced to such.</dd>


<dt>w</dt>
<dd>A numeric vector of non-negative weights. Will be automatically 
normalised to sum to one.</dd>


<dt>method</dt>
<dd>Estimator type, either <code>"moment"</code> (default) or 
<code>"unbiased"</code>, which is unbiased only in case of frequency weights.</dd>


<dt>na.rm</dt>
<dd>If <code>TRUE</code>, <code>NA</code> values in <code>x</code> (and corresponding weights in <code>w</code>) are
omitted from the computation. Default is <code>FALSE</code>.</dd>

</dl>

running_weighted_var: Running weighted variance of a vector

Description

Usage

Value

Arguments