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 [aut, cre, cph], Nicholas J. Irons [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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