resample_draws {posterior} | R Documentation |
draws
objectsResample draws
objects according to provided weights, for example weights
obtained through importance sampling.
resample_draws(x, ...) ## S3 method for class 'draws' resample_draws(x, weights = NULL, method = "stratified", ndraws = NULL, ...) ## S3 method for class 'rvar' resample_draws(x, ...)
x |
(draws) A |
... |
Arguments passed to individual methods (if applicable). |
weights |
(numeric vector) A vector of positive weights of length
|
method |
(string) The resampling method to use:
Currently, |
ndraws |
(positive integer) The number of draws to be returned. By
default |
Upon usage of resample_draws()
, chains will automatically be merged
due to subsetting of individual draws (see subset_draws
for details).
Also, weights stored in the draws
object will be removed in the process,
as resampling invalidates existing weights.
A draws
object of the same class as x
.
Kitagawa, G., Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear ' State Space Models, Journal of Computational and Graphical Statistics, 5(1):1-25, 1996.
x <- as_draws_df(example_draws()) # random weights for justr for demonstration w <- runif(ndraws(x), 0, 10) # use default stratified sampling x_rs <- resample_draws(x, weights = w) summarise_draws(x_rs, default_summary_measures()) # use simple random sampling x_rs <- resample_draws(x, weights = w, method = "simple") summarise_draws(x_rs, default_summary_measures())