Are there any packages or python-conversions from r packages that one can use to find the Bayes Factor of a model in pystan. I know there are a few in R but can’t find anything definitive in python?
I guess @ariddell might know…
I however admit I am personally mostly skeptical that Bayes factors are a practical tool for most scientific questions (see Hypothesis testing, model selection, model comparison - some thoughts), so you may consider some alternative methods (as outlined in the link)
to test/select hypothesis/models that could be more aligned with your goals and easier to implement robustly.
Best of luck with your model!
Thank you for the response, I will have a read of that!