running_var

Computes running variance of a vector, returning the values from each step.

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.

Jouni Helske

diagis

Diagnostic Plot and Multivariate Summary Statistics of Weighted
Samples from Importance Sampling

running_var function

<dl><dt>x</dt>
<dd>A numeric vector or object that can be coerced to such.</dd>
<dt>method</dt>
<dd>Estimator type, either <code>"moment"</code> (default) or 
<code>"unbiased"</code>, which is unbiased only in case of frequency weights.</dd>
<dt>na.rm</dt>
<dd>If <code>TRUE</code>, <code>NA</code> values in <code>x</code> are
omitted from the computation. Default is <code>FALSE</code>.</dd></dl>

Arguments

Running variance of a vector — running_var

<dl>

<dt>x</dt>
<dd>A numeric vector or object that can be coerced to such.</dd>


<dt>method</dt>
<dd>Estimator type, either <code>"moment"</code> (default) or 
<code>"unbiased"</code>, which is unbiased only in case of frequency weights.</dd>


<dt>na.rm</dt>
<dd>If <code>TRUE</code>, <code>NA</code> values in <code>x</code> are
omitted from the computation. Default is <code>FALSE</code>.</dd>

</dl>

running_var: Running variance of a vector

Description

Usage

Value

Arguments