eff.sample.size {pomp} | R Documentation |
Estimate the effective sample size of a Monte Carlo computation.
## S4 method for signature 'bsmcd_pomp' eff.sample.size(object, ...) ## S4 method for signature 'pfilterd_pomp' eff.sample.size(object, ...)
object |
result of a filtering computation |
... |
ignored |
Effective sample size is computed as
1/(sum(w_it^2)),
where w_it is the normalized weight of particle i at time t.
Other particle filter methods: bsmc2
,
cond.logLik
, filter.mean
,
filter.traj
, mif2
,
pfilter
, pmcmc
,
pred.mean
, pred.var