dmarglcd: Evaluate the marginal of multivariate log-concave maximum...

In LogConcDEAD: Log-Concave Density Estimation in Arbitrary Dimensions

Evaluate the marginal of multivariate log-concave maximum likelihood estimators at a point

Description

Integrates the log-concave maximum likelihood estimator of multivariate data to evaluate the marginal density at a point.

Usage

dmarglcd(x=0, lcd, marg=1)

Arguments

x	Point (or vector of points) at which the marginal density is to be evaluated
lcd	Object of class "LogConcDEAD" (typically output from mlelcd)
marg	Which margin is required?

Details

Given a multivariate log-concave maximum likelihood estimator in the form of an object of class "LogConcDEAD", a margin marg, and a real-valued point x, this function evaluates the estimated marginal density \hat{f}_{n,\tiny\texttt{marg}}(x), as obtained by integrating over all the other dimensions.

For examples, see mlelcd.

Value

A vector containing the values of the marginal density \hat{f}_{n, \tiny\texttt{marg}} at the points x.

Author(s)

Madeleine Cule

Robert Gramacy

Richard Samworth

See Also

mlelcd

LogConcDEAD documentation built on April 6, 2023, 1:11 a.m.