Posterior Model Probabilities from Marginal Likelihoods
Generic function that computes posterior model probabilities from marginal likelihoods.
post_prob(x, ..., prior_prob = NULL, model_names = NULL) ## S3 method for class 'bridge' post_prob(x, ..., prior_prob = NULL, model_names = NULL) ## S3 method for class 'bridge_list' post_prob(x, ..., prior_prob = NULL, model_names = NULL) ## Default S3 method: post_prob(x, ..., prior_prob = NULL, model_names = NULL)
x |
Object of class |
... |
further objects of class |
prior_prob |
numeric vector with prior model probabilities. If omitted,
a uniform prior is used (i.e., all models are equally likely a priori). The
default |
model_names |
If |
For the default method and the method for "bridge" objects, a
named numeric vector with posterior model probabilities (i.e., which sum to
one).
For the method for "bridge_list" objects, a matrix consisting of
posterior model probabilities where each row sums to one and gives the
model probabilities for one set of logmls. The (named) columns correspond
to the models and the number of rows is given by the "bridge_list"
element with the most repetitions. Elements with fewer repetitions
will be recycled (with warning).
For realistic examples, see bridge_sampler and the
accompanying vignettes: vignette("bridgesampling_example_jags")
vignette("bridgesampling_example_stan")
Quentin F. Gronau and Henrik Singmann
H0 <- structure(list(logml = -20.8084543022433, niter = 4, method = "normal"),
.Names = c("logml", "niter", "method"), class = "bridge")
H1 <- structure(list(logml = -17.9623077558729, niter = 4, method = "normal"),
.Names = c("logml", "niter", "method"), class = "bridge")
H2 <- structure(list(logml = -19, niter = 4, method = "normal"),
.Names = c("logml", "niter", "method"), class = "bridge")
post_prob(H0, H1, H2)
post_prob(H1, H0)
## all produce the same (only names differ):
post_prob(H0, H1, H2)
post_prob(H0$logml, H1$logml, H2$logml)
post_prob(c(H0$logml, H1$logml, H2$logml))
post_prob(H0$logml, c(H1$logml, H2$logml))
post_prob(H0$logml, c(H1$logml, H2$logml), model_names = c("H0", "H1", "H2"))
### with bridge list elements:
H0L <- structure(list(logml = c(-20.8088381186739, -20.8072772698116,
-20.808454454621, -20.8083419072281, -20.8087870541247, -20.8084887398113,
-20.8086023582344, -20.8079083169745, -20.8083048489095, -20.8090050811436
), niter = c(4, 4, 4, 4, 4, 4, 4, 4, 4, 4), method = "normal",
repetitions = 10), .Names = c("logml", "niter", "method",
"repetitions"), class = "bridge_list")
H1L <- structure(list(logml = c(-17.961665507006, -17.9611290723151,
-17.9607509604499, -17.9608629535992, -17.9602093576442, -17.9600223300432,
-17.9610157118017, -17.9615557696561, -17.9608437034849, -17.9606743200309
), niter = c(4, 4, 4, 4, 4, 4, 4, 4, 3, 4), method = "normal",
repetitions = 10), .Names = c("logml", "niter", "method",
"repetitions"), class = "bridge_list")
post_prob(H1L, H0L)
post_prob(H1L, H0L, H0) # last element recycled with warning.Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.