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 |
| DOI: | 10.32614/CRAN.package.thames |
| Author: | Nicholas J. Irons 
[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-devel: thames_0.1.1.zip, r-release: thames_0.1.1.zip, r-oldrel: thames_0.1.1.zip |
| macOS binaries: | r-release (arm64): thames_0.1.1.tgz, r-oldrel (arm64): thames_0.1.1.tgz, r-release (x86_64): thames_0.1.1.tgz, r-oldrel (x86_64): thames_0.1.1.tgz |
| Old sources: | thames archive |
Linking:
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