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.


[Package thamesmix version 0.1.3 Index]