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 or samples from it,prior
the original parameter estimation prior or samples from itsamples
samples from a parameter estimation run,model_bounds
optional parameter bounds for the new prior model,prior_bounds
optional parameter bounds for the original prior model,prior_odds
optional odds between the priors, which defaults to unity.
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