evidence {Bergm} | R Documentation |
Function to estimate the evidence (marginal likelihood) with Chib and Jeliazkov's method or Power posteriors, based on the adjusted pseudolikelihood function.
evidence(evidence.method = c("CJ", "PP"), ...)
evidence.method |
vector Method to estimate the marginal likelihood. Options are: |
... |
further arguments to be passed.
See |
Bouranis, L., Friel, N., & Maire, F. (2018). Bayesian model selection for exponential random graph models via adjusted pseudolikelihoods. Journal of Computational and Graphical Statistics, 27(3), 516-528. https://arxiv.org/abs/1706.06344
## Not run:
# Load the florentine marriage network:
data(florentine)
# MCMC sampling and evidence estimation:
CJE <- evidence(evidence.method = "CJ",
formula = flomarriage ~ edges + kstar(2),
main.iters = 30000,
burn.in = 2000,
aux.iters = 1000,
num.samples = 25000,
V.proposal = 2.5,
ladder = 100,
seed = 1)
# Posterior summaries:
summary(CJE)
# MCMC diagnostics plots:
plot(CJE)
# Log-evidence (marginal likelihood) estimate:
CJE$log.evidence
## End(Not run)