Simple package for Bayesian model comparison.
Project description
popodds
Simple package for Bayesian model comparison.
Given samples from a posterior distribution inferred under some default prior, compute the Bayes factor or odds in favour of a new prior model.
Usage
The package consists of the ModelComparison
class to compute Bayes factors, and a wrapper function log_odds
for simplicity.
The computation only requires a few ingredients:
model
a new prior model, e.g., samples from a simulation,pe_samples
samples from a Bayesian parameter estimation run,pe_prior
a function, prior evaluations, or prior samples corresponding to the original parameter estimation prior,model_bounds
optional parameter bounds for the new prior model,pe_bounds
optional parameter bounds for the original prior model,prior_odds
optional odds between the prior models, which defaults to unity.
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