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) <arXiv:2305.08952>.
| Version: |
0.1.1 |
| Imports: |
uniformly, stats |
| Suggests: |
knitr, rmarkdown, mvtnorm |
| Published: |
2023-10-27 |
| 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 |
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