Thanks
J
If you are comparing different coalescent models then you are treating
the coalescent as part of the model rather than part of the prior. So
the appropriate marginal likelihood to compare between models is the
product of the tree likelihood and the coalescent likelihood (the sum
of the log tree likelihood and log coalescent likelihood). So you will
actually need to sum the likelihood and the coalescent columns of the
log file (e.g. in Excel) and then do a BF on this summed column. This
summed column will be the same as the posterior column *only* if you
haven't got any other interesting priors in the analysis (like
Jeffreys, Lognormal calibrations et cetera)... Rather than risk
including any of the priors in the marginal likelihood calculation by
mistake I would recommend summing the likelihood and coalescent in
Excel and then making a new log file with one column to calculate the
marginal likelihood of.
Note: comparing different coalescent models in this way relies on
their likelihoods being calculated to the same proportionality
constant. I believe this to be the case for all coalescent models in
BEAST. However you should note that the Bayesian skyline plot has an
extra smoothing prior that must *not* be included in the marginal
likelihood calculation -- so don't use the posterior as a shortcut for
the likelihood as I outlined above...
If you are only doing a test between exponential growth and constant
then you can simply look at the posterior distribution of the growth
rate and see if zero is contained in the 95% HPD. If it is, then you
can't really reject a constant population. Of course this is only
valid if you are using a parameterization that allows negative growth
rates (to do this you need to ensure that you are using the
exponential.growthRate parameter rather than the
exponential.doublingTime parameter and you need to make sure that the
operator on the growthRate is a randomWalkOperator so that negative
values are possible)
Cheers
Alexei