Importance weighted moment matching

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Documentation for package ‘iwmm’ version 0.0.1

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constrain_draws Constrain all draws from a fitted model
example_iwmm_model Example Stan model for importance weighted moment matching
log_prob_draws Return log probability of posterior
moment_match Generic importance weighted moment matching algorithm.
moment_match.brmsfit Generic importance weighted moment matching algorithm for 'brmsfit' objects. See additional arguments from 'moment_match.matrix'
moment_match.CmdStanFit Generic importance weighted moment matching algorithm for 'CmdStanFit' objects. See additional arguments from 'moment_match.matrix'
moment_match.matrix Generic importance weighted moment matching algorithm.
moment_match.stanfit Generic importance weighted moment matching algorithm for 'stanfit' objects. See additional arguments from 'moment_match.matrix'
shift Shift a matrix of draws to their weighted mean.
shift_and_cov Shift a matrix of draws to their weighted mean and scale the covariance to match the weighted covariance.
shift_and_scale Shift a matrix of draws to their weighted mean and scale the marginal variances to match the weighted marginal variances.
unconstrain_draws Unconstrain all draws from a fitted model