Bridge Sampling for Marginal Likelihoods and Bayes Factors

Provides functions for estimating marginal likelihoods, Bayes factors, posterior model probabilities, and normalizing constants in general, via different versions of bridge sampling (Meng & Wong, 1996, < https://www3.stat.sinica.edu.tw/statistica/j6n4/j6n43/j6n43.htm>). Gronau, Singmann, & Wagenmakers (2020) .

Reference manual

install.packages("bridgesampling")

1.2-1 by Quentin F. Gronau, a year ago

https://github.com/quentingronau/bridgesampling

Browse source code at https://github.com/cran/bridgesampling

Authors: Quentin F. Gronau [aut, cre] (ORCID: , Henrik Singmann [aut] , Jonathan J. Forster [ctb] , Eric-Jan Wagenmakers [ths] , The JASP Team [ctb] , Jiqiang Guo [ctb] , Jonah Gabry [ctb] , Ben Goodrich [ctb] , Kees Mulder [ctb] , Perry de Valpine [ctb] , Aki Vehtari [ctb] , Giorgio Micaletto [ctb]

Documentation: PDF Manual

GPL (>= 2) license

Imports mvtnorm, Matrix, Brobdingnag, stringr, coda, parallel, scales, utils, methods

Suggests testthat, Rcpp, RcppEigen, R2jags, rjags, runjags, knitr, rmarkdown, R.rsp, BayesFactor, rstan, rstanarm, nimble, MCMCpack, cmdstanr