thamesmix: Truncated Harmonic Mean Estimator of the Marginal Likelihood for
Mixtures
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>.
| Version: |
0.1.3 |
| Imports: |
stats, sparsediscrim, quadprog, igraph, gor, Rfast, mvtnorm, combinat, withr |
| Suggests: |
multimode, knitr, bayesmix, label.switching, LaplacesDemon, markdown |
| Published: |
2025-07-14 |
| DOI: |
10.32614/CRAN.package.thamesmix |
| Author: |
Martin Metodiev 
[aut, cre, cph],
Nicholas J. Irons
[aut],
Marie Perrot-Dockès [aut] |
| Maintainer: |
Martin Metodiev <m.metodiev at tutanota.com> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
thamesmix results |
Documentation:
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