Compute Effective Sample Size

Computes ESS from importance weights: ESS = (sum(w))^2 / sum(w^2).

Usage

effective_sample_size(w)

Arguments

w

Numeric vector of weights.

Value

Scalar effective sample size.

See also

Other density ratio and propensity: assess_overlap(), estimate_density_ratio(), estimate_propensity(), fit_density_ratio(), plot_weights(), predict_density_ratio()

Examples

w <- runif(100, 0.5, 2)
effective_sample_size(w)
#> [1] 88.3534