R-universe - m-metodiev (Martin Metodiev)

scov - Structured Covariances Estimators for Pairwise and Spatial Covariates

Implements estimators for structured covariance matrices in the presence of pairwise and spatial covariates. Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2025) <doi:10.48550/arXiv.2411.04520>.

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4.30 score 541 downloads

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>.

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4.00 score 4 scripts 252 downloads

thamesblock - Truncated Harmonic Mean Estimator of the Marginal Likelihood for Block Models

Implements the truncated harmonic mean estimator (THAMES) and other estimators of the reciprocal marginal likelihood for block models. This is done via reciprocal importance sampling, using posterior samples and unnormalized log posterior values. For further information see Metodiev, Perrot-Dockès, Fouetilou, Latouche & Raftery (2026).

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1.70 score