Package: thames 0.1.1

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) <arxiv:2305.08952>.

Authors:Nicholas J. Irons [aut, cre], Marie Perrot-Dockès [aut], Martin Metodiev [aut]

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thames.pdf |thames.html✨
thames/json (API)

# Install 'thames' in R:
install.packages('thames', repos = c('https://njirons.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 3 scripts 164 downloads 2 exports 32 dependencies

Last updated 1 years agofrom:3a053c89d4. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-winOKNov 21 2024
R-4.5-linuxOKNov 21 2024
R-4.4-winOKNov 21 2024
R-4.4-macOKNov 21 2024
R-4.3-winOKNov 21 2024
R-4.3-macOKNov 21 2024

Exports:bound_dirichletthames

Dependencies:abindbase64encbslibcachemclidigestevaluatefastmapfontawesomefsgluehighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimepgnormR6rappdirsrglrlangrmarkdownsasstinytexuniformlyxfunyaml

Multivariate Gaussian marginal likelihood via THAMES

Rendered frommultivariate-gaussian.Rmdusingknitr::knitron Nov 21 2024.

Last update: 2023-10-18
Started: 2023-10-18