diagis: Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling

diagis is a small package containing functions relating weighted samples obtained for example from importance sampling. The main motivation for developing diagis was to enable easy computation of summary statistics and diagnostics of the weighted MCMC runs provided by bssm package for Bayesian state space modelling. For more broader use, the diagis package provides functions for computing weighted means, covariances, and quantiles of possibly multivariate samples, the running versions of (some of) these, as well as diagnostic plot function weight_plot for graphical diagnostic of weights. Please see vignette for more details.