Internal function that calculates the log marginal likelihood of each model being compared

Source: R/segmentation_gibbs_functions.R

An internal function that is used to calculate the log marginal likelihood of models for the current and proposed sets of breakpoints. Called within samp_move.

log_marg_likel(alpha, summary.stats, nbins, ndata.types)

Arguments

alpha

numeric. A single value used to specify the hyperparameter for the prior distribution. A standard value for alpha is typically 1, which corresponds with a vague prior on the Dirichlet distribution.

summary.stats

A matrix of sufficient statistics returned from get_summary_stats.

nbins

numeric. A vector of the number of bins used to discretize each movement variable.

ndata.types

numeric. The length of nbins.

Value

The log marginal likelihood is calculated for a model with a given set of breakpoints and the discretized data.