eff.sample.size {pomp}R Documentation

Effective sample size

Description

Estimate the effective sample size of a Monte Carlo computation.

Usage

## S4 method for signature 'bsmcd_pomp'
eff.sample.size(object, ...)

## S4 method for signature 'pfilterd_pomp'
eff.sample.size(object, ...)

Arguments

object

result of a filtering computation

...

ignored

Details

Effective sample size is computed as

1/(sum(w_it^2)),

where w_it is the normalized weight of particle i at time t.

See Also

Other particle filter methods: bsmc2, cond.logLik, filter.mean, filter.traj, mif2, pfilter, pmcmc, pred.mean, pred.var


[Package pomp version 2.3 Index]