Estimate the effective sample size of a Monte Carlo computation.
# S4 method for bsmcd_pomp
eff.sample.size(object, ...)# S4 method for pfilterd_pomp
eff.sample.size(object, ...)
# S4 method for wpfilterd_pomp
eff.sample.size(object, ...)
result of a filtering computation
ignored
Effective sample size is computed as $$\left(\sum_i\!w_{it}^2\right)^{-1},$$ where \(w_{it}\) is the normalized weight of particle \(i\) at time \(t\).
More on particle-filter based methods in pomp:
bsmc2(),
cond.logLik(),
filter.mean(),
filter.traj(),
kalman,
mif2(),
pfilter(),
pmcmc(),
pred.mean(),
pred.var(),
saved.states(),
wpfilter()