getLogMargLikEstimate: Compute the Chib-Jeliazkov log marginal likelihood estimate...

In glmBfp: Bayesian Fractional Polynomials for GLMs

Description

Compute the Chib-Jeliazkov log marginal likelihood estimate from the MCMC output

Usage

getLogMargLikEstimate(
  numeratorTerms,
  denominatorTerms,
  highDensityPointLogUnPosterior,
  endLag = 40L
)

Arguments

numeratorTerms	terms for the sum in the numerator of the posterior density ordinate estimate at the high density point
denominatorTerms	terms for the sum in the denominator of the posterior density ordinate estimate at the high density point
highDensityPointLogUnPosterior	log unnormalized posterior (i.e. likelihood times prior) of the high density point
endLag	up to which lag should the covariance incorporate the uncertainty? (default: 40)

Value

list with resulting “estimate” and “standardError”.

glmBfp documentation built on July 2, 2020, 2:30 a.m.