logMargDenNR: Compute Log Marginal Density Using Newton-Raftery Approx
In bayesm: Bayesian Inference for Marketing/Micro-Econometrics
logMargDenNR R Documentation
Compute Log Marginal Density Using Newton-Raftery Approx
Description
logMargDenNR computes log marginal density using the Newton-Raftery approximation.
Usage
logMargDenNR(ll)
Arguments
ll
vector of log-likelihoods evaluated at length(ll) MCMC draws
Value
Approximation to log marginal density value.
Warning
This approximation can be influenced by outliers in the vector of log-likelihoods; use with care. This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Author(s)
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
References
For further discussion, see Chapter 6, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
bayesm documentation built on Sept. 24, 2023, 1:07 a.m.
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| logMargDenNR | R Documentation |
Compute Log Marginal Density Using Newton-Raftery Approx
Description
logMargDenNR computes log marginal density using the Newton-Raftery approximation.
Usage
logMargDenNR(ll)Arguments
ll |
vector of log-likelihoods evaluated at |
Value
Approximation to log marginal density value.
Warning
This approximation can be influenced by outliers in the vector of log-likelihoods; use with care. This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Author(s)
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
References
For further discussion, see Chapter 6, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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