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

Fast functions for effective sample size, weighted multivariate mean and variance computation, and weight diagnostic plot for generic importance sampling type results.


News

diagis 0.1.3-1 (Release date: 2018-01-25)

  • Proper checking of na.rm argument following updated CRAN checks.

diagis 0.1.3 (Release date: 2017-07-27)

  • Fixed a bug where some of the methods gave error due to R's automatic dimension drop.

diagis 0.1.2 (Release date: 2017-05-22)

  • Proper handling of cases of running weighted summaries with zero weights at the start.
  • Now supports mcmc objects from coda, and ts objects from stats.
  • Switched the default behaviour of weighted variance, now computes the moment estimator by default, as the "unbiased" method is not truly unbiased in case of self-normalized importance sampling.

Reference manual

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install.packages("diagis")

0.1.3-1 by Jouni Helske, 25 days ago


Report a bug at https://github.com/helske/diagis/issues


Browse source code at https://github.com/cran/diagis


Authors: Jouni Helske


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, ggplot2, gridExtra, coda

Suggests testthat, knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


Imported by bssm.

Suggested by walker.


See at CRAN