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 ORCID iD [aut, cre], Marie Perrot-Dockès [aut], Martin Metodiev [aut]
Maintainer: Nicholas J. Irons <nicholasjonirons at>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: thames results


Reference manual: thames.pdf
Vignettes: multivariate-gaussian


Package source: thames_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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