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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.

Installation

pip install popodds

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 it
  • samples samples from a parameter estimation run.

Optional:

  • model_bounds optional parameter bounds for the new prior model,
  • prior_bounds optional parameter bounds for the original prior model,
  • log option to compute probability densities in log space,
  • prior_odds optional odds between the priors, which defaults to unity,
  • second_model optional model to compute odds against instead of prior,
  • second_bounds optional parameter bounds for the second model.

Metadata

Release files for popodds 0.3.2

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Source distribution for popodds 0.3.2
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popodds-0.3.2-py3-none-any.whl Python 3 none any Details

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Release files / popodds-0.3.2.tar.gz

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