thames: Truncated Harmonic Mean Estimator of the Marginal Likelihood

Implements the truncated harmonic mean estimator (THAMES) of the reciprocal marginal likelihood using posterior samples and unnormalized log posterior values via reciprocal importance sampling. Metodiev, Perrot-Dockès, Ouadah, Irons, & Raftery (2023) <doi:10.48550/arXiv.2305.08952>.

Version: 0.1.1
Imports: uniformly, stats
Suggests: knitr, rmarkdown, mvtnorm
Published: 2023-10-27
Author: Nicholas J. Irons ORCID iD [aut, cre], Marie Perrot-Dockès [aut], Martin Metodiev [aut]
Maintainer: Nicholas J. Irons <nicholasjonirons at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: thames results

Documentation:

Reference manual: thames.pdf
Vignettes: multivariate-gaussian

Downloads:

Package source: thames_0.1.1.tar.gz
Windows binaries: r-prerel: thames_0.1.1.zip, r-release: thames_0.1.1.zip, r-oldrel: thames_0.1.1.zip
macOS binaries: r-prerel (arm64): thames_0.1.1.tgz, r-release (arm64): thames_0.1.1.tgz, r-oldrel (arm64): thames_0.1.1.tgz, r-prerel (x86_64): thames_0.1.1.tgz, r-release (x86_64): thames_0.1.1.tgz
Old sources: thames archive

Linking:

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