marg.likelihood: Calculating the marginal likelihood

Description Usage Arguments Details Value Author(s) References

View source: R/marg.likelihood.R

Description

Calculating the marginal likelihood.

Usage

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

Arguments

penden.env

Containing all information, environment of pendensity()

pen.likelihood

penalized log likelihood

Details

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

The needed values are saved in the environment.

Value

Returning the marginal likelihood.

Author(s)

Christian Schellhase <[email protected]>

References

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 29, 2017, 9:04 a.m.