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 for uni- and multivariate mixture
models using posterior samples and unnormalized log posterior values via
reciprocal importance sampling.
Metodiev, Irons, Perrot-Dockès, Latouche & Raftery (2025)
<doi:10.48550/arXiv.2504.21812>.

Martin Metodiev

thamesmix

Truncated Harmonic Mean Estimator of the Marginal Likelihood for
Mixtures

Nicholas J. Irons

Marie Perrot-Dockès

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