calculateMarginalLogLikelihood function

Calculates the marginal log-likelihood for a set of parameters

initializes the model object.

calculateMarginalLogLikelihood(
  parameter,
  mcmc,
  mixture,
  n.samples,
  divisor,
  warnings = TRUE
)

Arguments

• parameter: An object created with initializeParameterObject.
• mcmc: An object created with initializeMCMCObject
• mixture: determines for which mixture the marginal log-likelihood should be calculated
• n.samples: How many samples should be used for the calculation
• divisor: A value > 1 in order to scale down the tails of the importance distribution
• warnings: Print warnings such as when the variance of a parameter is 0, which might occur when parameter is fixed

Returns

This function returns the model object created.

Details

calculateMarginalLogLikelihood Calculate marginal log-likelihood for calculation of the Bayes factor using a generalized harmonix mean estimator of the marginal likelihood. See Gronau et al. (2017) for details

Examples

## Not run:

# Calculate the log-marginal likelihood
parameter <- loadParameterObject("parameter.Rda")
mcmc <- loadMCMCObject("mcmc.Rda")
calculate_marginal_likelihood(parameter, mcmc, mixture = 1, 
samples = 500, scaling = 1.5)

# Calculate the Bayes factor for two models
parameter1 <- loadParameterObject("parameter1.Rda")
parameter2 <- loadParameterObject("parameter2.Rda")
mcmc1 <- loadMCMCObject("mcmc1.Rda")
mcmc2 <- loadMCMCObject("mcmc2.Rda")
mll1 <- calculate_marginal_likelihood(parameter1, mcmc1, mixture = 1, 
samples = 500, scaling = 1.5)
mll2 <- calculate_marginal_likelihood(parameter2, mcmc2, mixture = 1, 
samples = 500, scaling = 1.5)
cat("Bayes factor: ", mll1 - mll2, "\n")
## End(Not run)