marginal.d: Marginal predictive density

In DIFM: Dynamic ICAR Spatiotemporal Factor Models

Marginal predictive density

Description

It calculates the marginal density (Lewis and Raftery, 1997) from the DIFM sample using R.

Usage

marginal.d(
  data,
  model.attributes,
  hyp.parm,
  Gibbs,
  burnin = NA,
  verbose = TRUE
)

Arguments

data	The dataset
model.attributes	Model attributes generated from difm.model.attributes.
hyp.parm	Hyperparameters generated from difm.hyp.parm.
Gibbs	Result of Gibbs sampler from DIFM function.
burnin	Burn-in period. If not specified, one tenths of the iterations will be the burn-in period.
verbose	Print out the iteration process.

Value

Metropolis-Laplace estimator of the Marginal density

DIFM documentation built on May 29, 2024, 3:37 a.m.