Description Usage Arguments Details Value Note Author(s) References See Also
Computes error measures for estimated marginal likelihood.
1 2 3 4 5 6 7  error_measures(bridge_object, ...)
## S3 method for class 'bridge'
error_measures(bridge_object, ...)
## S3 method for class 'bridge_list'
error_measures(bridge_object, na.rm = TRUE, ...)

bridge_object 
an object of class 
... 
additional arguments (currently ignored). 
na.rm 
a logical indicating whether missing values in logml estimates should be removed. Ignored for the 
Computes error measures for marginal likelihood bridge sampling estimates. The approximate errors for a bridge_object
of class "bridge"
that has been obtained with method = "normal"
and repetitions = 1
are based on FruehwirthSchnatter (2004).
Not applicable in case the object of class "bridge"
has been obtained with method = "warp3"
and repetitions = 1
.
To assess the uncertainty of the estimate in this case, it is recommended to run the "warp3"
procedure multiple times.
If bridge_object
is of class "bridge"
and has been obtained with method = "normal"
and repetitions = 1
, returns a list with components:
re2
: approximate relative meansquared error for marginal likelihood estimate.
cv
: approximate coefficient of variation for marginal likelihood estimate (assumes that bridge estimate is unbiased).
percentage
: approximate percentage error of marginal likelihood estimate.
If bridge_object
is of class "bridge_list"
, returns a list with components:
min
: minimum of the log marginal likelihood estimates.
max
: maximum of the log marginal likelihood estimates.
IQR
: interquartile range of the log marginal likelihood estimates.
For examples, see bridge_sampler
and the accompanying vignettes:
vignette("bridgesampling_example_jags")
vignette("bridgesampling_example_stan")
Quentin F. Gronau
FruehwirthSchnatter, S. (2004). Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. The Econometrics Journal, 7, 143167. doi: 10.1111/j.1368423X.2004.00125.x
The summary
methods for bridge
and bridge_list
objects automatically invoke this function, see bridgemethods
.
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