Compute the weighted variance of the particles.

This SMC estimate of the variance can be used to scale the bandwidth of adaptive, Gaussian random walk Metropolis-Hastings proposals.

weightedVariance(particles, log_weights, mean)

Arguments

particles	npeaks * npart Matrix of parameter values for each particle.
log_weights	logarithms of the importance weights of each particle.
mean	Vector of weighted means of each particle.

Value

A vector of variances, one for each row.

See also

wtd.var