pmat747/powModSel: Power Posterior Methods for model selection

Implementation of power posterior methods, such as thermodynamic integration and stepping-stone sampling, for estimating the marginal likelihood and subsequently model selection. The uncertainty associated to the estimates is estimated via moving block bootstrap. Examples of the methodology can be found in Maturana, Meyer, Veitch and Christensen <arXiv:1810.04488>.

Getting started

Package details

AuthorPatricio Maturana Russel
MaintainerPatricio Maturana Russel <p.russel@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("pmat747/powModSel")
pmat747/powModSel documentation built on Aug. 1, 2022, 1:07 p.m.