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.


Reference manual

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0.1.3 by Jouni Helske, 4 months 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