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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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.3 rolling linux/jammy R-4.5 thamesmix_0.1.3.tar.gz 94.9 KiB
0.1.3 rolling linux/noble R-4.5 thamesmix_0.1.3.tar.gz 94.9 KiB
0.1.3 rolling source/ R- thamesmix_0.1.3.tar.gz 25.7 KiB
0.1.3 latest linux/jammy R-4.5 thamesmix_0.1.3.tar.gz 94.9 KiB
0.1.3 latest linux/noble R-4.5 thamesmix_0.1.3.tar.gz 94.9 KiB
0.1.3 latest source/ R- thamesmix_0.1.3.tar.gz 25.7 KiB
0.1.3 2026-04-26 source/ R- thamesmix_0.1.3.tar.gz 25.7 KiB
0.1.3 2026-04-23 source/ R- thamesmix_0.1.3.tar.gz 25.7 KiB
0.1.3 2026-04-09 windows/windows R-4.5 thamesmix_0.1.3.zip 99.5 KiB

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