calcINT | R Documentation |
Marginalizing the likelihood through numerical integration.
calcINT(
mlefit,
lower,
upper,
reltol = 1,
scale = 0,
maxEval = 1000,
verbose = FALSE
)
mlefit |
Fitted object using calcMLE |
lower |
Lower bounds of parameters. Must be in following order: mx1,..,mx_(nC-1),mu,sigma,beta,xi. |
upper |
Upper bounds of parameters. Must be in following order: mx1,..,mx_(nC-1),mu,sigma,beta,xi. |
reltol |
Required relative tolerance error of evaluations in integration routine. |
scale |
used to avoid underflow (should be the maximum likelihood value) |
maxEval |
Maximum number of evaluations in the adaptIntegrate function. |
verbose |
Whether printing limits to integrate over. Printing progress if maxEval>0 |
ret A list(loglik,logdeviation,nEvals,scale) where loglik is Marginalized likelihood, logdeviation is the error-interval of loglik, nEvals is the total number of likelihood evaluations.
Oyvind Bleka
Hahn,T. (2005). CUBA - a library for multidimensional numerical integration. Computer Physics Communications, 168(2),78-95.
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