bridge_output {multibridge}

S3 method for class bridge_output.bmult

Description

Extracts bridge sampling output from object of class bmult

Usage

bridge_output(x)

Arguments

x

object of class bmult as returned from mult_bf_informed or binom_bf_informed

Value

Extracts output related to the bridge sampling routine. The output contains the following elements::

$eval

• q11: log prior or posterior evaluations for prior or posterior samples

• q12: log proposal evaluations for prior or posterior samples

• q21: log prior or posterior evaluations for samples from proposal

• q22: log proposal evaluations for samples from proposal

$niter

number of iterations of the iterative updating scheme

$logml

estimate of log marginal likelihood

$hyp

evaluated inequality constrained hypothesis

$error_measures

• re2: the approximate relative mean-squared error for the marginal likelihood estimate

• cv: the approximate coefficient of variation for the marginal likelihood estimate (assumes that bridge estimate is unbiased)

• percentage: the approximate percentage error of the marginal likelihood estimate

Examples

# data
x <- c(3, 4, 10, 11)
n <- c(15, 12, 12, 12)
# priors
a <- c(1, 1, 1, 1)
b <- c(1, 1, 1, 1)
# informed hypothesis
factor_levels <- c('theta1', 'theta2', 'theta3', 'theta4')
Hr            <- c('theta1', '<',  'theta2', '<', 'theta3', '<', 'theta4')

## Multinomial Case
out_mult  <- mult_bf_informed(x=x, Hr=Hr, a=a, factor_levels=factor_levels,
niter=1e3, seed=2020)
bridge_output <- bridge_output(out_mult)