This is a helper function to quickly obtain log marginal density from a draw object
ec_lmd_NR(est)
'echoice2' draw object
tibble with LMDs (first 25% of draws, next 25% of draws, ...)
Draws are split in 4 equal parts from start to finish, and LMD is computed for each part. This helps to double-check convergence.
data(icecream)
#run MCMC sampler (use way more than 50 draws for actual use)
icecream_est <- icecream %>% dplyr::filter(id<100) %>% vd_est_vdm(R=50)
#> Using 16 cores
#> MCMC in progress
#> MCMC complete
#> Total Time Elapsed: 0.00 minutes
#obtain LMD by quartile of draws
ec_lmd_NR(icecream_est)
#> # A tibble: 4 × 2
#> part lmd
#> <dbl> <dbl>
#> 1 0.25 -Inf
#> 2 0.5 -25816.
#> 3 0.75 -21965.
#> 4 1 -19866.