thamesmix
Truncated Harmonic Mean Estimator of the Marginal Likelihood for Mixtures
v0.1.3
·
Jul 14, 2025
·
GPL (>= 3)
Description
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>.
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| r-release-linux-x86_64 | OK |
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| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.3
Mar 10, 2026