marg.likelihood {pendensity}R Documentation

Calculating the marginal likelihood

Description

Calculating the marginal likelihood.

Usage

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 <cschellhase@wiwi.uni-bielefeld.de>

References

Penalized Density Estimation, Kauermann G. and Schellhase C. (2009), to appear.


[Package pendensity version 0.1 Index]