CI_gamma1_evidence {BeviMed}

Estimate confidence interval for estimated marginal likelihood

Description

Central limit theorem not applicable so use simulation to estimate confidence interval for evidence.

Usage

CI_gamma1_evidence(
  temperatures,
  y_log_lik_t_equals_1_traces,
  confidence = 0.95,
  simulations = 1000
)

Arguments

temperatures

Numeric vector of temperatures of power posteriors. One chain will be created for each element of the vector at the corresponding temperature.

y_log_lik_t_equals_1_traces

Numeric matrix of log probabilities of y at different temperatures (columns) in different iterations (rows).

confidence

Numeric value of statistical confidence with which returning interval should contain the true value.

simulations

Integer value of number of simulations to use in estimation of the confidence interval.

Value

Confidence interval as numeric vector of length 2.