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thames (version 0.1.2)

Truncated Harmonic Mean Estimator of the Marginal Likelihood

Description

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, Latouche, & Raftery (2024). Bayesian Analysis. .

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Version

Install

install.packages('thames')

Monthly Downloads

133

Version

0.1.2

License

GPL (>= 3)

Maintainer

Nicholas J. Irons

Last Published

July 14th, 2025

Functions in thames (0.1.2)

thames

THAMES estimator of the (reciprocal) log marginal likelihood
runif_sphere

Uniform sampling on/in sphere
trunc_quantile

Truncated normal quantiles
runif_ellipsoid

Uniform sampling on/in ellipsoid
bound_par_cor

Bounded parameter correction
bound_dirichlet

Dirichlet parameter bound function