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ECMLE
View on CRAN: Click
here
Download and install ECMLE package within the R console
Install from CRAN:
install.packages("ECMLE")
Install from Github:
library("remotes")
install_github("cran/ECMLE") Install by package version:
library("remotes")
install_version("ECMLE", "0.1.0") Attach the package and use:
library("ECMLE")
Maintained by
Dana Naderi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-26
Latest Update: 2026-03-26
Description:
Implements the Elliptical Covering Marginal Likelihood Estimator (ECMLE), a geometric method for approximating marginal likelihood from posterior draws and log-posterior evaluations. The method constructs a collection of non-overlapping ellipsoids in a high-posterior-density region, computes the covered volume, and combines this with posterior sample coverage to estimate model evidence. It is designed to stabilize harmonic-mean-based evidence approximation and can be applied in multimodal settings. The methodology is described in Naderi et al. (2025) <doi:10.48550/arXiv.2510.20617>.
How to cite:
Dana Naderi (2026). ECMLE: Approximating Evidence via Bounded Harmonic Means. R package version 0.1.0, https://cran.r-project.org/web/packages/ECMLE. Accessed 26 Oct. 2026.
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