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CRAN: Package thames

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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