Compute BF(Less than)
Computes the BF12, where 1 is less than and 2 is greater than.
bflt(mcmc, less_than, prior_cumul_fun, ...)
mcmc |
MCMC vector. |
less_than |
Value to test. |
prior_cumul_fun |
CDF function. |
... |
The BF12 here is BF for a parameter being less than a threshold, t, vs the parameter being greater than t. This borrows from the encompassing approach, where u is the unconstrained prior: BF1u = p(D|H = 1) / p(D|H = u) BF2u = p(D|H = 2) / p(D|H = u) BF12 = BF1u / BF2u.
BF1u = int p(D|H = 1, theta_1)p(theta_1 | H = 1) / p(D|H = u, theta_u)p(theta_u | H=u)
BF12 value.
Stephen Martin
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