marg.likelihood {pendensity} | R Documentation |
Calculating the marginal likelihood.
marg.likelihood(penden.env,pen.likelihood)
penden.env |
Containing all information, environment of pendensity() |
pen.likelihood |
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 <cschellhase@wiwi.uni-bielefeld.de>
Penalized Density Estimation, Kauermann G. and Schellhase C. (2009), to appear.