Posterior model probabilities from BIC

exp(-BIC_m / 2) / sum exp(-BIC_l / 2), computed on BIC differences (ESL eq 7.41).

Usage

bic_posterior_probs(bics)

Arguments

bics

BIC values.

Value

Named list: value (first probability), probs.

References

Hastie, Tibshirani & Friedman (2009), sec. 7.7.

Examples

bic_posterior_probs(c(40.1, 41.3, 45))$probs
#> [1] 0.61158144 0.33564301 0.05277556