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redist (version 4.2.0)

redist.smc_is_ci: (Deprecated) Confidence Intervals for Importance Sampling Estimates

Description

Builds a confidence interval for a quantity of interest, given importance sampling weights.

Usage

redist.smc_is_ci(x, wgt, conf = 0.99)

Value

A two-element vector of the form [lower, upper] containing the importance sampling confidence interval.

Arguments

x

A numeric vector containing the quantity of interest

wgt

A numeric vector containing the nonnegative importance weights. Will be normalized automatically.

conf

The confidence level for the interval.