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self_normalized_is

oxiphysics_core::sampling::functions

Function self_normalized_is 

Source 
pub fn self_normalized_is(
    samples: &[f64],
    h: impl Fn(f64) -> f64,
    target: impl Fn(f64) -> f64,
    proposal: impl Fn(f64) -> f64,
) -> f64
Expand description

Self-normalized importance sampling estimator for E_target\[h(X)\].

Samples are drawn from proposal; returns the weighted mean of h.