fixing overflow in inclusion Bayes factors

FBartos · Apr 29, 2022 · 0e4d674 · 0e4d674
1 parent f66716e
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: BayesTools
 Title: Tools for Bayesian Analyses
-Version: 0.2.8
+Version: 0.2.9
 Description: Provides tools for conducting Bayesian analyses. The package contains 
     functions for creating a wide range of prior distribution objects, mixing posterior 
     samples from 'JAGS' and 'Stan' models, plotting posterior distributions, and etc...

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,7 @@
+## version 0.2.9
+### Fixes
+- dealing with NaNs due to overflow with very large marginal likelihoods
+
 ## version 0.2.8
 ### Fixes
 - dealing with point prior distributions in `JAGS_marglik_parameters_formula` function

diff --git a/R/model-averaging.R b/R/model-averaging.R
@@ -707,8 +707,8 @@ inclusion_BF         <- function(prior_probs, post_probs, margliks, is_null){
   check_real(prior_probs, "prior_probs", lower = 0, upper = 1, check_length = 0)
   check_real(margliks,  "margliks", check_length = length(prior_probs))
 
-  # center the margliks around the mean for higher precision
-  margliks <- margliks - mean(margliks)
+  # substract the max marglikto remove problems with overflow
+  margliks <- margliks - max(margliks)
 
   return(
     (sum(exp(margliks[!is_null]) * prior_probs[!is_null]) / sum(exp(margliks[is_null]) * prior_probs[is_null])) /