use crate::stats::LogProb;
pub mod evidence {
#[derive(
Display,
Debug,
Clone,
Copy,
PartialEq,
Eq,
PartialOrd,
Ord,
Serialize,
Deserialize,
EnumString,
EnumIter,
IntoStaticStr,
EnumVariantNames,
)]
pub enum KassRaftery {
#[strum(serialize = "none")]
None,
#[strum(serialize = "barely")]
Barely,
#[strum(serialize = "positive")]
Positive,
#[strum(serialize = "strong")]
Strong,
#[strum(serialize = "very-strong")]
VeryStrong,
}
}
custom_derive! {
#[derive(NewtypeFrom, NewtypeDeref, NewtypeAdd(*), NewtypeSub(*), Default, Copy, Clone, PartialEq, PartialOrd, Debug)]
pub struct BayesFactor(pub f64);
}
impl BayesFactor {
pub fn new(a: LogProb, b: LogProb) -> Self {
BayesFactor((a - b).exp())
}
pub fn evidence_kass_raftery(&self) -> evidence::KassRaftery {
let k = **self;
if k <= 1.0 {
evidence::KassRaftery::None
} else if k <= 3.0 {
evidence::KassRaftery::Barely
} else if k <= 20.0 {
evidence::KassRaftery::Positive
} else if k <= 150.0 {
evidence::KassRaftery::Strong
} else {
evidence::KassRaftery::VeryStrong
}
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_bayes_factor() {
let bf = BayesFactor::new(LogProb(0.5_f64.ln()), LogProb(0.1_f64.ln()));
assert_relative_eq!(*bf, 5.0, epsilon = 1e-9);
assert_eq!(bf.evidence_kass_raftery(), evidence::KassRaftery::Positive);
}
}