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thamesmix  

Truncated Harmonic Mean Estimator of the Marginal Likelihood for Mixtures
View on CRAN: Click here


Download and install thamesmix package within the R console
Install from CRAN:
install.packages("thamesmix")

Install from Github:
library("remotes")
install_github("cran/thamesmix")

Install by package version:
library("remotes")
install_version("thamesmix", "0.1.4")



Attach the package and use:
library("thamesmix")
Maintained by
Martin Metodiev
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-06-23
Latest Update: 2025-07-14
Description:
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>.
How to cite:
Martin Metodiev (2025). thamesmix: Truncated Harmonic Mean Estimator of the Marginal Likelihood for Mixtures. R package version 0.1.4, https://cran.r-project.org/web/packages/thamesmix. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-09-14 22:20), 0.1.1 (2025-06-23 13:10), 0.1.2 (2025-06-26 15:40), 0.1.3 (2025-07-14 20:40)
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Complete documentation for thamesmix
Functions, R codes and Examples using the thamesmix R package
Full thamesmix package functions and examples
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