A parent class for different importance sampling methods.
A parent class for different importance sampling methods.
importance_sampling(log_ratios, method, ...)
log_ratios |
An array, matrix, or vector of importance ratios on the log scale (for PSIS-LOO these are negative log-likelihood values). See the Methods (by class) section below for a detailed description of how to specify the inputs for each method. |
method |
The importance sampling method to use. The following methods are implemented: |
... |
Arguments passed on to the various methods. |
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