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.
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.