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, Latouche, & Raftery (2024). Bayesian Analysis. <doi:10.1214/24-BA1422>.

Version:	0.1.2
Imports:	stats
Suggests:	knitr, markdown, rmarkdown, mvtnorm
Published:	2025-07-14
DOI:	10.32614/CRAN.package.thames
Author:	Nicholas J. Irons [aut, cre], Marie Perrot-Dockès [aut], Martin Metodiev [aut]
Maintainer:	Nicholas J. Irons <nicholasjonirons at gmail.com>
License:	GPL (≥ 3)
NeedsCompilation:	no
CRAN checks:	thames results

Documentation:

Reference manual:	thames.pdf
Vignettes:	multivariate-gaussian (source, R code)

Downloads:

Package source:	thames_0.1.2.tar.gz
Windows binaries:	r-devel: thames_0.1.2.zip, r-release: thames_0.1.1.zip, r-oldrel: thames_0.1.2.zip
macOS binaries:	r-release (arm64): thames_0.1.2.tgz, r-oldrel (arm64): thames_0.1.2.tgz, r-release (x86_64): thames_0.1.2.tgz, r-oldrel (x86_64): thames_0.1.2.tgz
Old sources:	thames archive

Linking:

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