smcUtils (version 0.2.2)

renormalize: Renormalize weights

Description

This function creates a discrete probability distribution from a set of unnormalized (log) weights.

Usage

renormalize(weights, log=FALSE, engine="R")

Arguments

weights

a vector of numbers (>0 if log=FALSE)

log

a logical indicating whether the weights are given as the logarithm of the weights

engine

run using "R" or "C" code

Value

See Also

resampling

Examples

ws = runif(10)
renormalize(ws)

log.ws = dnorm(rnorm(10,1,0),log=TRUE)
renormalize(log.ws,log=TRUE)