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thamesmix

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. Reference: Metodiev, Irons, Perrot-Dockès, Latouche & Raftery (2025) <arXiv:2504.21812>.

Installation

You can install the development version of regexcite from GitHub with:

# install.packages("devtools")
devtools::install_github("M-crypto645/thamesmix")

Usage

See the vignette for details.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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