Hope this puts an end to some of the speculation:

Douglas Brinkley, a historian and author who has edited some of Thompson’s work, said the founder of “gonzo” journalism shot himself Sunday night after weeks of pain from a host of physical problems that included a broken leg and a hip replacement.

[…]

Thompson, famous for “Fear and Loathing in Las Vegas” and other works of New Journalism, spent an intimate weekend with his son, Juan, daughter-in-law, Jennifer, and young grandson, William, the spokesman said.

I hope they can work this out

The family is looking into whether Thompson’s cremated remains can be blasted out of a cannon, a wish the gun-loving writer often expressed, Brinkley said.

Link

Via Poppy Z. Brite, who says Thomspon seemed physically when she met him a month ago.