bf {bridgesampling} | R Documentation |
Generic function that computes Bayes factor(s) from marginal likelihoods. bayes_factor()
is simply an (S3 generic) alias for bf()
.
bf(x1, x2, log = FALSE, ...) bayes_factor(x1, x2, log = FALSE, ...) ## Default S3 method: bayes_factor(x1, x2, log = FALSE, ...) ## S3 method for class 'bridge' bf(x1, x2, log = FALSE, ...) ## S3 method for class 'bridge_list' bf(x1, x2, log = FALSE, ...) ## Default S3 method: bf(x1, x2, log = FALSE, ...)
x1 |
Object of class |
x2 |
Object of class |
log |
Boolean. If |
... |
currently not used here, but can be used by other methods. |
Computes the Bayes factor (Kass & Raftery, 1995) in favor of the model associated with x1
over the model associated with x2
.
For the default method returns a list of class "bf_default"
with components:
bf
: (scalar) value of the Bayes factor in favor of the model associated with x1
over the model associated with x2
.
log
: Boolean which indicates whether bf
corresponds to the log Bayes factor.
For the method for "bridge"
objects returns a list of class "bf_bridge"
with components:
bf
: (scalar) value of the Bayes factor in favor of the model associated with x1
over the model associated with x2
.
log
: Boolean which indicates whether bf
corresponds to the log Bayes factor.
For the method for "bridge_list"
objects returns a list of class "bf_bridge_list"
with components:
bf
: a numeric vector consisting of Bayes factors where each element gives the Bayes factor for one set of logmls in favor of the model associated with x1
over the model associated with x2
. The length of this vector is given by the "bridge_list"
element with the most repetitions
. Elements with fewer repetitions will be recycled (with warning).
bf_median_based
: (scalar) value of the Bayes factor in favor of the model associated with x1
over the model associated with x2
that is based on the median values of the logml estimates.
log
: Boolean which indicates whether bf
corresponds to the log Bayes factor.
For examples, see bridge_sampler
and the accompanying vignettes:
vignette("bridgesampling_example_jags")
vignette("bridgesampling_example_stan")
Quentin F. Gronau
Kass, R. E., & Raftery, A. E. (1995). Bayes factors. Journal of the American Statistical Association, 90(430), 773-795. doi: 10.1080/01621459.1995.10476572