logintegrand.Hall: Compute log of the integrand of the Marginal likelihood for...

In naveedmerchant/BayesScreening: Classical and Bayesian Screening for Binary Classification

Compute log of the integrand of the Marginal likelihood for CVBF

Description

Compute log of the integrand of the Marginal likelihood for CVBF

Usage

logintegrand.Hall(h, y, x, hhat)

Arguments

h	Bandwidth parameter, this is the variable that is being integrated over
y	Validation set to evaluate the likelihood over
x	Training set to build the KDE
hhat	Parameter that specifies where prior should be centered

Value

Evaluation of the integrand at a particular log likelihood value.

Examples

dataset1 = rnorm(100)
DT = dataset1[1:50]
DV = dataset1[51:100]
logintegrand.Hall(.01, DT, DV, .1)

naveedmerchant/BayesScreening documentation built on June 13, 2024, 7:56 a.m.