bound_par_cor: Bounded parameter correction

In thames: Truncated Harmonic Mean Estimator of the Marginal Likelihood

Bounded parameter correction

Description

Computes Monte Carlo estimate of the bounded parameter correction to THAMES

Usage

bound_par_cor(theta_hat, sigma_svd, bound, radius, n_simuls = 1e+05)

Arguments

theta_hat	center of the ellipsoid A.
sigma_svd	Singular value decomposition (SVD) of the posterior covariance matrix used to define A.
bound	Function calculating membership of a point in the posterior support.
radius	positive number, radius determining the ellipsoid A
n_simuls	Integer, number of Monte Carlo simulations to use in the calculation.

Value

A number in [0,1] estimating of the proportion of the volume of A contained in the posterior support.

Examples

theta_ext <- runif(100)
theta_ins <- runif(100) / 100

thames documentation built on Aug. 8, 2025, 7:25 p.m.