post_prob: Posterior Model Probabilities from Marginal Likelihoods

In bridgesampling: Bridge Sampling for Marginal Likelihoods and Bayes Factors

Description

Generic function that computes posterior model probabilities from marginal likelihoods.

Usage

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)

Arguments

x	Object of class "bridge" or "bridge_list" as returned from bridge_sampler. Additionally, the default method assumes that all passed objects are numeric log marginal likelihoods (e.g., from logml) and will throw an error otherwise.
...	further objects of class "bridge" or "bridge_list" as returned from bridge_sampler. Or numeric values for the default method.
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 NULL corresponds to equal prior model weights.
model_names	If NULL (the default) will use model names derived from deparsing the call. Otherwise will use the passed values as model names.

Value

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).

Note

For realistic examples, see bridge_sampler and the accompanying vignettes:
vignette("bridgesampling_example_jags")
vignette("bridgesampling_example_stan")

Author(s)

Quentin F. Gronau and Henrik Singmann

Examples

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.

bridgesampling documentation built on April 16, 2021, 9:07 a.m.