DIST-EST: Estimate the expectation of some function of state. Dist-est reads data from one or more log files and uses it to estimate the expectation of a function of the state variables. If annealed importance sampling was used, the estimate accounts for the differing importance weights. Usage: dist-est formula [ temp-index ] { log-file [ range ] } Estimates the expectation of the function of state specified by the formula given as the first argument. This formula may refer to state variables, and to other variables defined in the specification given to dist-spec. The expectation is normally with respect to the distribution at inverse temperature one, but if Annealed Importance Sampling or simulated tempering was done, an index into the tempering schedule may be given in order to produce an estimate with respect to one of the other distributions in the schedule. The data comes from one or more log files, at iterations within the specified ranges. The ranges have the form "[low][:[high]]][%mod]". The low bound defaults to one. If no high bound is given, the range extends to the highest index in the log file. If the "%mod" option is present, only iterations within the range whose index is a multiple of "mod" are used (e.g. "5:12%3" is equivalent to 6 9 12). If no range is given, the default is "1:". The output gives the estimated mean of the function, along with the number points used and the standard error for the estimate. If annealed importance sampling was used, the mean of the importance weights is also reported, along with the adjusted sample size (dividing by one plus the variance of the normalized weights), and the effective sample size for the particular function whose expectation is being estimated. Note: The standard errors reported assume the points were generated independently, which will not generally be true unless annealed importance sampling was done (with independent starting points). Copyright (c) 1998 by Radford M. Neal