Package: iwmm 0.0.1

Topi Paananen

iwmm: Importance weighted moment matching

iwmm provides functions for adaptive importance sampling.

Authors:Topi Paananen [cre, aut], Noa Kallioinen [ctb]

# Install 'iwmm' in R:

install.packages('iwmm', repos = c('https://topipa.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Last updated 6 months agofrom:f0052215a2. Checks:7 ERROR, 2 WARNING. Indexed: yes.

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

Help page	Topics
Constrain all draws from a fitted model	constrain_draws
Example Stan model for importance weighted moment matching	example_iwmm_model
Return log probability of posterior	log_prob_draws
Generic importance weighted moment matching algorithm.	moment_match moment_match.matrix
Generic importance weighted moment matching algorithm for 'brmsfit' objects. See additional arguments from 'moment_match.matrix'	moment_match.brmsfit
Generic importance weighted moment matching algorithm for 'CmdStanFit' objects. See additional arguments from 'moment_match.matrix'	moment_match.CmdStanFit
Generic importance weighted moment matching algorithm for 'stanfit' objects. See additional arguments from 'moment_match.matrix'	moment_match.stanfit
Shift a matrix of draws to their weighted mean.	shift
Shift a matrix of draws to their weighted mean and scale the covariance to match the weighted covariance.	shift_and_cov
Shift a matrix of draws to their weighted mean and scale the marginal variances to match the weighted marginal variances.	shift_and_scale
Unconstrain all draws from a fitted model	unconstrain_draws