I want to calculate the Bayes factor to do some hypothesis testing for the models that I am fitting using Stan. But based on this post, calculating Bayes factor directly using rstan seems to be not a straight forward thing.
Also I have seen several posts regarding calculating the Bayes factor using some packages like brms, rstanarm which directly use Stan.
So will it be possible to find the Bayes factor directly using Stan?
Because I may need to rely on Stan directly to fit models rather than using some built in packages.
@hhau Thank you for the suggestion. So is it possible to use Stan and bridgesampling package together(may be something like using the Stan objects inside bridgesampling)? Because I may need to use Stan for modelling.