trunc_quantile

This function computes quantiles of the truncated normal distribution
 for calculating THAMES confidence intervals.

internal

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. <doi:10.1214/24-BA1422>.

Nicholas J. Irons

thames

Truncated Harmonic Mean Estimator of the Marginal Likelihood

Marie Perrot-Dockès

Martin Metodiev

trunc_quantile function

<dl><dt>p</dt>
<dd>Percentile</dd>
<dt>ratio</dt>
<dd>Ratio of standard error to point estimate
(midpoint of confidence interval)</dd></dl>

Arguments

Truncated normal quantiles — trunc_quantile

<dl>

<dt>p</dt>
<dd>Percentile</dd>


<dt>ratio</dt>
<dd>Ratio of standard error to point estimate
(midpoint of confidence interval)</dd>

</dl>

trunc_quantile: Truncated normal quantiles

Description

Usage

Value

Arguments