CRAN

optismixture 0.1

Optimal Mixture Weights in Multiple Importance Sampling

Released Aug 25, 2015 by Hera Y. He

This package is available for Renjin and there are no known compatibility issues.

Dependencies

Code for optimal mixture weights in importance sampling. Workhorse functions penoptpersp() and penoptpersp.alpha.only() minimize estimated variances with and without control variates respectively. It can be used in adaptive mixture importance sampling, for example, function batch.estimation() does two stages, a pilot estimate of mixing alpha and a following importance sampling.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>optismixture</artifactId>
    <version>0.1-b37</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:optismixture')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

batch.estimation-examples

Source

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