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ecmle(): main estimator of the log
marginal likelihood via ellipsoidal covering of the
high-posterior-density region.rosenbrock_generate_data(),
rosenbrock_exact_posterior(),
rosenbrock_log_post(),
rosenbrock_log_post_vec(): Rosenbrock
(banana) posterior benchmark functions. The methodology is described in
Naderi et al. (2025) https://doi.org/10.48550/arXiv.2510.20617.pair_plot(): lower-triangular pair
plot for posterior sample matrices.plot_ecmle_2d(),
draw_ellipse_2d(): 2-D visualisation of
fitted ellipsoids and posterior samples.print(),
summary(), and
plot() S3 methods for
"ecmle" objects.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.