# kCompute: Use sparse grid quadrature techniques to integrate... In jmhewitt/bisque: Approximate Bayesian Inference via Sparse Grid Quadrature Evaluation (BISQuE) for Hierarchical Models

## Description

This function integrates (unnormalized) densities and may be used to compute integration constants for unnormalized densities, or to marginalize a joint density, for example.

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ```kCompute( f, init, method = "BFGS", maxit = 10000, level = 2, log = FALSE, link = NULL, linkparams = NULL, quadError = FALSE, ... ) ```

## Arguments

 `f` (Unnormalized) density to integrate. the function f should include an argument `log`, which returns log(f(x)). `init` Initial guess for the density's mode `method` method to be used to search for the density's mode `maxit` maximum number of iterations `optim` should use in searching for the density's mode `level` accuracy level (typically number of grid points for the underlying 1D quadrature rule) [description from mvQuad::createNIGrid] `log` TRUE to return log of integration constant `link` character vector that specifies transformations used during optimization and integration of f(theta2 | X). while theta2 may be defined on arbitrary support, `wtdMix` performs optimization and integration of theta2 on an unconstrained support. the `link` vector describes the transformations that must be applied to each element of theta2. Jacobian functions for the transformations will automatically be added to the optimization and integration routines. currently supported link functions are 'log', 'logit', and 'identity'. `linkparams` Optional list of additional parameters for link functions. For example, the logit function can be extended to allow mappings to any closed interval. There should be one list entry for each link function. Specify NA if no additional arguments are passed. `quadError` TRUE if integration nodes and weight should be computed for the `level-1` integration grid, so that quadrature approximation error can be estimated. `...` additional arguments to pass to `f`

## Examples

 `1` ```kCompute(dgamma, init = 1, shape=2, link='log', level = 5) ```

jmhewitt/bisque documentation built on Feb. 9, 2020, 2:36 a.m.