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helske
diagis:Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling
Fast functions for effective sample size, weighted multivariate mean, variance, and quantile computation, and weight diagnostic plot for generic importance sampling type or other probability weighted samples.
Maintained by Jouni Helske. Last updated 2 years ago.
cppimportance-samplingweighted-samplesopenblascpp
1 stars 4.32 score 14 scripts 1 dependents