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** bridgesampling VERSION 0.2-x **
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Changes in bridgesampling Version 0.2-x
Released XXX 2017
Significant User Visible Changes and New Features
o Added stan_bridge_sampler(), which allows one to obtain the marginal
likelihood directly from a fitted stanfit object that contains posterior
samples. Note that it may be necessary to compile a new stanfit object
without samples if the one with samples was compiled in a different
session/pc. See new vignettes for examples.
o Added repetitions argument to bridge sampler functions which allows to
compute independent bridge sample estimates (based on the same posterior
samples). bridge_sampler() now returns object of class "bridge" for
calculations with repetitions = 1, but an object of class "bridge_list" if
repetitions > 1, the latter contains the full list of estimates (but no q
vectors).
o Renamed compute_post_prob() to post_prob(), which is now a generic function
with methods for bridge objects. The default method allows just logml
values. For "bridge_list" objects (i.e., with repetitions > 1) a matrix of
posterior probabilities with rows for each repetition is returned.
o added new generic function logml() which returns
o Multicore computations (i.e., cors > 1) on Unix-like systen (e.g., Mac OS,
Linux) are now performed with forking via parallel::mcapply().
Bugfixes
o compute_post_prob() now works even when exp(logml) initially returns Inf
(solution works via brobdingnag).
o Bridge sampler more robust due to various small improvements and produces
more informative error messages should it fail.
o If log_prob() returns NA, these values are replaced with -Inf on the log
scale (which assumes a likelihood of 0). With warning.