bridgesampling: Bridge Sampling for Marginal Likelihoods and Bayes Factors
bridgesampling is an R package for conducting Bayesian model comparisons using bridge sampling (Meng & Wong, 1996).
Specifically, it allows one to compute marginal likelihoods, Bayes factors, and posterior model probabilities.
Meng, X.-L., & Wong, W. H. (1996). Simulating ratios of normalizing constants via a simple identity: A theoretical exploration. Statistica Sinica, 6, 831-860.
bridgesamplingis available from CRAN so the current stable version can be installed directly via:
To install the latest development version you will need the
For building, use
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