popodds 0.1.0

Simple package for Bayesian model comparison.

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.