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, Latouche, & Raftery (2024). Bayesian Analysis. .


Reference manual

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install.packages("thames")

0.1.2 by Nicholas J. Irons, a year ago


Browse source code at https://github.com/cran/thames


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


Documentation:   PDF Manual  


GPL (>= 3) license


Imports stats

Suggests knitr, markdown, rmarkdown, mvtnorm


See at CRAN