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, ...)
# S3 method for default
bayes_factor(x1, x2, log = FALSE, ...)
# S3 method for bridge
bf(x1, x2, log = FALSE, ...)
# S3 method for bridge_list
bf(x1, x2, log = FALSE, ...)
# S3 method for default
bf(x1, x2, log = FALSE, ...)
Object of class "bridge"
or "bridge_list"
as returned from bridge_sampler
. Additionally, the default method assumes that x1
is a single numeric log marginal likelihood (e.g., from logml
) and will throw an error otherwise.
Object of class "bridge"
or "bridge_list"
as returned from bridge_sampler
. Additionally, the default method assumes that x2
is a single numeric log marginal likelihood (e.g., from logml
) and will throw an error otherwise.
Boolean. If TRUE
, the function returns the log of the Bayes factor. Default is FALSE
.
currently not used here, but can be used by other methods.
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.
Computes the Bayes factor (Kass & Raftery, 1995) in favor of the model associated with x1
over the model associated with x2
.
Kass, R. E., & Raftery, A. E. (1995). Bayes factors. Journal of the American Statistical Association, 90(430), 773-795. 10.1080/01621459.1995.10476572