param_i_qda_linearized {thamesmix} | R Documentation |
Calculates the function W described in Metodiev et al. (2025).
Description
Calculates the function W described in Metodiev et al. (2025).
Usage
param_i_qda_linearized(g, sims, meanhat, sigmahat, non_I_set)
Arguments
g |
number indicating the component g |
sims |
n_simul x G x (u+1) array of parameters sampled from the posterior, where n_simul is the number of simulations from the posterior, G is the number of components, u is the number of mixture component parameters (parameter u+1 is the mixture weight) |
meanhat |
list of means of component parameters |
sigmahat |
list of covariance matrices of component parameters |
non_I_set |
complement of an independent set of a DAG |
Value
a vector: W evaluated at the posterior sample of component g
References
Martin Metodiev, Nicholas J. Irons, Marie Perrot-Dockès, Pierre Latouche, Adrian E. Raftery. "Easily Computed Marginal Likelihoods for Multivariate Mixture Models Using the THAMES Estimator." arXiv preprint arXiv:2504.21812.