ess.weights(smcUtils)
ess.weights()所属R语言包:smcUtils
Measures of weight non-uniformity
重量的非均匀性的措施
译者:生物统计家园网 机器人LoveR
描述----------Description----------
These functions calculate heuristic measures of the effective
这些函数计算启发式的有效措施
用法----------Usage----------
ess.weights(weights)
cov.weights(weights)
ent.weights(weights)
参数----------Arguments----------
参数:weights
a vector of weights (probabilities)
的向量的重量(概率)
Details
详细信息----------Details----------
"ess.weights" calculates the effective sample size, namely "1/(sum(weights^2))". ESS has a minimum of 1 and a maximum equal to "length(weights)" when weights are uniform.
“ess.weights计算有效样本量,即1 /(SUM(重量^ 2))。 ESS有一个至少为1,和最多等于长度(重量)时,权重是均匀的。
"cov.weights" calculates the coefficient of variation of the weights, namely "var(weights)/mean(weights)^2". CoV has a minimum of 0 when weights are uniform and a maximum equal to "length(weights)".
cov.weights计算的权重系数的变化,即“无功(权重)/平均值(重量)^ 2。冠状病毒,最小值为0时,权重是均匀的和最多等于长度(权重)。
"ent.weights" calculates the entropy of the weights, namely "-sum(weights * log2(weights))". Entropy has a minimum of 0 and a maximum equal to "log2(length(weights))" when weights are uniform. (For numerical stability, the log term is actually calculated with "weights+.Machine$double.eps", which can cause the observed minimum to be less than 0.)
ent.weights的权重计算的熵,即和(权重*的log2(重量))。熵具有最小值为0和最大等于的log2(长度(重量))时,权重是均匀的。 (对于数值稳定性,log项实际上是与的权重计算+。机$ double.eps,这可能会导致所观察到的最小值小于0。)
值----------Value----------
a scalar indicating how uniform the weights are
一个标量,表示的权重都均匀
(作者)----------Author(s)----------
Jarad Niemi
参考文献----------References----------
Liu, J. (2004) _Monte Carlo Strategies in Scientific Computing_
Doucet, A., dr Freitas, N., and Gordon, N. (2001) _Sequential Monte Carlo Methods in Practice
参见----------See Also----------
resample
resample
实例----------Examples----------
ws = renormalize.weights(runif(10))
ess.weights(ws)
cov.weights(ws)
ent.weights(ws)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
注1:为了方便大家学习,本文档为生物统计家园网机器人LoveR翻译而成,仅供个人R语言学习参考使用,生物统计家园保留版权。
注2:由于是机器人自动翻译,难免有不准确之处,使用时仔细对照中、英文内容进行反复理解,可以帮助R语言的学习。
注3:如遇到不准确之处,请在本贴的后面进行回帖,我们会逐渐进行修订。
|