Calculating the marginal likelihood.
Containing all information, environment of pendensity()
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 <[email protected]>
Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.
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