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 |
Reference manual: | thames.pdf |
Vignettes: |
multivariate-gaussian |
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 |
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