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>.

Version: 0.1.3
Imports: stats, sparsediscrim, quadprog, igraph, gor, Rfast, mvtnorm, combinat, withr
Suggests: multimode, knitr, bayesmix, label.switching, LaplacesDemon, markdown
Published: 2025-07-14
DOI: 10.32614/CRAN.package.thamesmix
Author: Martin Metodiev ORCID iD [aut, cre, cph], Nicholas J. Irons ORCID iD [aut], Marie Perrot-Dockès [aut]
Maintainer: Martin Metodiev <m.metodiev at tutanota.com>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: thamesmix results

Documentation:

Reference manual: thamesmix.html , thamesmix.pdf
Vignettes: univmixtures (source, R code)

Downloads:

Package source: thamesmix_0.1.3.tar.gz
Windows binaries: r-devel: thamesmix_0.1.3.zip, r-release: thamesmix_0.1.3.zip, r-oldrel: thamesmix_0.1.3.zip
macOS binaries: r-release (arm64): thamesmix_0.1.3.tgz, r-oldrel (arm64): thamesmix_0.1.3.tgz, r-release (x86_64): thamesmix_0.1.3.tgz, r-oldrel (x86_64): thamesmix_0.1.3.tgz
Old sources: thamesmix archive

Linking:

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