CosmoNest is an algorithm for cosmological model selection. Given a model, defined by a set of parameters to be varied and their prior ranges, and data, the algorithm computes the evidence (the marginalized likelihood of the model in light of the data). The Bayes factor, which is proportional to the relative evidence of two models, can then be used for model comparison, i.e. to decide whether a model is an adequate description of data, or whether the data require a more complex model.

For convenience, CosmoNest, programmed in Fortran, is presented here as an optional add-on to CosmoMC (ascl:1106.025), which is widely used by the cosmological community to perform parameter fitting within a model using a Markov-Chain Monte-Carlo (MCMC) engine. For this reason it can be run very easily by anyone who is able to compile and run CosmoMC. CosmoNest implements a different sampling strategy, geared for computing the evidence very accurately and efficiently. It also provides posteriors for parameter fitting as a by-product.