Description Usage Arguments Details Value References See Also Examples
View source: R/bfactor_interpret_kr.R
Quantify the strength of the evidence provided by the data to a model/hypothesis according a Bayes factor interpretation scale suggested by \insertCitekass1995;textualpcal.
1 |
bf |
A numeric vector of non-negative values. |
Bayes factors are a summary of the evidence provided by the data to a model/hypothesis. Because it can be useful to consider twice the natural logarithm of the Bayes factor, which is in the same scale as the familiar deviance and likelihood ratio test statistics, \insertCitekass1995;textualpcal suggested the following Bayes factor interpretation scale:
2*log(Bayes factor) | Bayes factor | Evidence |
[-Inf, 0[ | [0, 1[ | Negative |
[0, 2[ | [1, 3[ | Weak |
[2, 6[ | [3, 20[ | Positive |
[6, 10[ | [20, 150[ | Strong |
[10, +Inf[ | [150, +Inf[ | Very strong |
bfactor_interpret_kr
takes Bayes factors as input and returns the strength of the evidence in favor of the model/hypothesis in the numerator of the Bayes factors (usually the null hypothesis) according to the aforementioned table.
When comparing results with those from standard likelihood ratio tests, it is convenient to put the null hypothesis in the denominator of the Bayes factor so that bfactor_interpret_kr
returns the strength of the evidence against the null hypothesis. If bf
was obtained with the null hypothesis on the numerator, one can use bfactor_interpret_kr(1/bf)
to obtain the strength of the evidence against the null hypothesis.
Returns a character vector with the same length
as bf
.
bfactor_interpret
for the original interpretation scale suggested by Harold Jeffreys.
bfactor_log_interpret
and bfactor_log_interpret_kr
for the interpretation of the logarithms of Bayes factors.
bfactor_to_prob
to turn Bayes factors into posterior probabilities.
bcal
for a p-value calibration that returns lower bounds on Bayes factors in favor of point null hypotheses.
1 2 3 4 5 6 7 8 9 10 11 | # Interpretation of one Bayes factor
bfactor_interpret_kr(1.5)
# Interpretation of many Bayes factors
bfactor_interpret_kr(c(0.1, 1.2, 3.5, 13.9, 150))
# Application: chi-squared goodness-of-fit test.
# Strength of the evidence provided by the lower
# bound on the Bayes factor in favor of the null hypothesis:
x <- matrix(c(12, 15, 14, 15), ncol = 2)
bfactor_interpret_kr(bcal(chisq.test(x)[["p.value"]]))
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