getLogMargLikEstimate {glmBfp} | R Documentation |
Compute the Chib-Jeliazkov log marginal likelihood estimate from the MCMC output
getLogMargLikEstimate(numeratorTerms, denominatorTerms, highDensityPointLogUnPosterior, endLag = 40L)
numeratorTerms |
terms for the sum in the numerator of the posterior density ordinate estimate at the high density point |
denominatorTerms |
terms for the sum in the denominator of the posterior density ordinate estimate at the high density point |
highDensityPointLogUnPosterior |
log unnormalized posterior (i.e. likelihood times prior) of the high density point |
endLag |
up to which lag should the covariance incorporate the uncertainty? (default: 40) |
list with resulting “estimate” and “standardError”.