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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2 exports 0.23 score 32 dependencies 3 scripts 178 downloads

Last updated 11 months agofrom:3a053c89d4. Checks:OK: 7. Indexed: yes.

Exports:bound_dirichletthames

Dependencies:abindbase64encbslibcachemclidigestevaluatefastmapfontawesomefsgluehighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimepgnormR6rappdirsrglrlangrmarkdownsasstinytexuniformlyxfunyaml