Truncated Harmonic Mean Estimator of the Marginal Likelihood for Mixtures
Overview
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.
Patch
This is a patch. In this version I have removed the following bugs:
- a ** instead of a * was used in the calculation of the confidence intervals, and the uncertainty due to the Monte Carlo sample had to be added as well.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 16 (12 internal)
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 80%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 63%
- univmixtures HTML
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 0.1.4Latest
- RR 4.6.0 released · 2026-04-24
- 0.1.3
- 0.1.22025-06-26 · diff ↗
- 0.1.12025-06-23
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-06-23
- Total releases
- 4 / 1 yrs
- License
- GPL (>= 3) OSI
- Download size
- 26 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("thamesmix")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.