Description Usage Arguments Value Author(s) References See Also
The log marginal likelihood can be computed as the log likelihood + log prior - log posterior. The latter one can be estimated from the MCMC.
1 |
h |
Estimated bandwidth |
resid |
Estimated residuals |
The value of log likelihood
Han Lin Shang
S. Chib (1995) ‘Marginal likelihood from the Gibbs output’, Journal of the American Statistical Association, 90(432), 1313-1321.
logpriors_admkr
, logdensity_admkr
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