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Add a new fit method - $bridge_sampler() #986

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Submission Checklist

  • Run unit tests
  • Declare copyright holder and agree to license (see below)

Summary

Adds a new method to the CmdStanMCMC class for computing log marginal-likelihoods using the bridgesampling package

Copyright and Licensing

Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Andrew Johnson

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@andrjohns
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@singmann @crsh I've taken an alternative approach to your PR and added a method for bridge sampling to cmdstanr objects directly.

Would you mind having a look when you've got a minute and letting me know if I've missed or mis-specified anything? Thanks!

@andrjohns andrjohns marked this pull request as draft May 24, 2024 16:26
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Closing for now while we discuss implementation details internally

@andrjohns andrjohns closed this Jun 26, 2024
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