get.initial.alpha

a vector of lower bound values for vector <em>alpha</em>


Internal function. Calculate the initial alpha vector for the optimization of <em>alpha</em> with a lower bound constraint


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.

get.initial.alpha: Internal function. Calculate the initial alpha vector for the optimization of alpha with a lower bound constraint

Description

Usage

Arguments

Value