Compute the Chib-Jeliazkov log marginal likelihood estimate from the MCMC output
getLogMargLikEstimate(
numeratorTerms,
denominatorTerms,
highDensityPointLogUnPosterior,
endLag = 40L
)
terms for the sum in the numerator of the posterior density ordinate estimate at the high density point
terms for the sum in the denominator of the posterior density ordinate estimate at the high density point
log unnormalized posterior (i.e. likelihood times prior) of the high density point
up to which lag should the covariance incorporate the uncertainty? (default: 40)
list with resulting “estimate” and “standardError”.