Calculate Bayes Factor

Compare two models by calculating the Bayes Factor based on their marginal likelihoods.

Usage

bayes_factor(logml1, logml2, error_threshold = 0.2)

Arguments

logml1

The first model fit (e.g., `mcmc_fit`) or its log-marginal likelihood.

logml2

The second model fit (e.g., `mcmc_fit`) or its log-marginal likelihood.

error_threshold

Threshold for warning about high bridge-sampling error (default 0.2).

Value

An object of class `bayes_factor` containing the Bayes factor, log Bayes factor, approximate estimation error, and interpretation.

Examples

# \donttest{
  # Compare two models using Bayes Factor
  data(debate, package = "BayesRTMB")
  fit1 <- rtmb_lm(sat ~ talk, data = debate)
#> Pre-checking model code...
#> Checking RTMB setup...
  fit2 <- rtmb_lm(sat ~ talk + perf, data = debate)
#> Pre-checking model code...
#> Checking RTMB setup...
  map1 <- fit1$optimize()
#> Starting RTMB optimization...
#> 
  map2 <- fit2$optimize()
#> Starting RTMB optimization...
#> 
  bf <- bayes_factor(map1, map2)
  print(bf)
#> Bayes Factor (BF12) : 0 
#> Log Bayes Factor    : -10.3811
#> Evidence            : Decisive evidence for Model 2 
# }