sum_ML_over_PP {BeviMed}

Calculate marginal likelihood from power posteriors output

Description

Calculate the Marginal Likelihood by summation over power posterior likelihood exptectances

Usage

sum_ML_over_PP(y_log_lik_t_equals_1_traces, temperatures)

Arguments

y_log_lik_t_equals_1_traces

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

temperatures

Numeric vector of temperatures used to produce y_log_lik_t_equals_1_traces.

Value

Numeric value of estimated log marginal likelihood.