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) doi:10.48550/arXiv.2305.08952.
- Version0.1.1
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release10/27/2023
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Team
Nicholas J. Irons
Marie Perrot-Dockès
Show author detailsRolesAuthorMartin Metodiev
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