diagis (Q109753)
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Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | diagis |
Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling |
Statements
5 September 2023
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Fast functions for effective sample size, weighted multivariate mean, variance, and quantile computation, and weight diagnostic plot for generic importance sampling type or other probability weighted samples.
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expanded from: GPL (≥ 2) (English)
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