Package jdistlib.inference

Class ParetoSmoothedImportanceSampling

java.lang.Object

jdistlib.inference.ParetoSmoothedImportanceSampling

public final class ParetoSmoothedImportanceSampling
extends Object

Pareto-tail smoothing for log importance ratios, with a diagnostic shape estimate.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	ParetoSmoothedImportanceSampling.Result

Method Summary

Modifier and Type	Method	Description
static ParetoSmoothedImportanceSampling.Result	smooth(double[] logRatios)	Uses the empirical-Bayes generalized Pareto fit used by posterior/loo, with independent-draw relative efficiency (r_eff=1).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

smooth

public static ParetoSmoothedImportanceSampling.Result smooth(double[] logRatios)

Uses the empirical-Bayes generalized Pareto fit used by posterior/loo, with independent-draw relative efficiency (r_eff=1).