alpha2N

alpha


Internal function. convert mixture proportions to mixture sample size with a fixed total sample size


Code for optimal mixture weights in importance sampling. Workhorse
functions penoptpersp() and penoptpersp.alpha.only() minimize estimated
variances with and without control variates respectively. It can be used in
adaptive mixture importance sampling, for example, function batch.estimation() does
two stages, a pilot estimate of mixing alpha and a following importance
sampling.

alpha2N: Internal function. convert mixture proportions to mixture sample size with a fixed total sample size

Description

Usage

Arguments

Value