get.LML: Log marginal likelihood of model

Description Usage Arguments Value

Description

Estimate log marginal likelihood of model

Usage

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get.LML(counts, log.phi, post.mode, fn.dens.post, fn.dens.prop, prop.params,
  ...)

Arguments

counts

vector of counts of the number of proposals that were generated before accepting a draw. Length of vector is equal to the number of draws from the posterior. If the first proposal for a particular posterior draw is accepted, that count is a 1.

log.phi

Numeric vector of draws of log.phi from the proposal draws.

post.mode

The posterior mode.

fn.dens.post

Function that returns the log posterior density. Function should take the parameter vector as the first argument. Additional arguments are passed as ...

fn.dens.prop

Function that returns the log density of the proposal distribution. The first argument of the function should take either a vector or a matrix. If the argument is a matrix, each row is considered a sample. Additional parameters are passed as a list, prop.params.

prop.params

Object (list or vector) to be passed to both fn.dens.prop and fn.draw.prop.Contains parameters for the proposal distribution. See details.

...

Additional parameters to be passed to fn.dens.post

Value

The estimate log marginal likelihood of the model.


braunm/bayesGDS documentation built on May 13, 2019, 2:31 a.m.