marg.likelihood: Calculating the marginal likelihood
In pendensity: Density Estimation with a Penalized Mixture Approach

Calculating the marginal likelihood.

1	marg.likelihood(penden.env,pen.likelihood)

`penden.env`	Containing all information, environment of pendensity()
`pen.likelihood`	penalized log likelihood

Calculating is done using a Laplace approximation for the integral of the marginal likelihood.

The needed values are saved in the environment.

Returning the marginal likelihood.

Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>

Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.

pendensity documentation built on May 2, 2019, 3:58 a.m.

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