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BeviMed (version 1.2)

estimate_confidence_interval: Estimate confidence interval for estimated marginal likelihood by simulation

Description

Estimate confidence interval for estimated marginal likelihood by simulation

Usage

estimate_confidence_interval(temperatures, y_log_lik_t_equals_1_traces,
  confidence = 0.95, simulations = 1000)

Arguments

temperatures
Numeric vector of temperatures of power posteriors. One chain will be created for each element of the vector at the corresponding temperature.
y_log_lik_t_equals_1_traces
Numeric matrix of log probabilities of y at different temperatures (columns) in different iterations (rows).
confidence
Numeric value of statistical confidence with which returning interval should contain the true value.
simulations
Integer value of number of simulations to use in estimation of the confidence interval.