LogConcDEAD (version 1.5-5)

interpmarglcd: Finds marginals of multivariate logconcave maximum likelihood estimators by integrating

Description

Integrates the maximum likelihood estimator of multivariate data over an appropriate subspace to produce axis-aligned marginals for use in plot.LogConcDEAD.

Usage

interpmarglcd(lcd, marg=1, gridlen=100)

Arguments

lcd

Output from mlelcd (of class "LogConcDEAD")

marg

An (integer) scalar indicating which margin is required

gridlen

An (integer) scalar indicating the size of the grid

Value

• xo
  Vector of values at which the marginal density is estimate is computed.
• marg
  Vector of values of the integrated maximum likelihood estimator at the locations xo

Details

Given a multivariate log-concave maximum likelihood estimator in the form of an object of class "LogConcDEAD" and a margin marg, this function will compute the marginal density estimate $\hat{f}_{n, \textrm{\tiny{marg}}}$. The estimate is evaluated at gridlen equally spaced points in the range where the density estimate is nonzero. These points are given in the vector xo.

$\hat{f}_{n, \textrm{\tiny{marg}}}$ is evaluated by integrating the log-concave maximum likelihood estimator $\hat{f}_n$ over the other components. The marginal density is zero outside the range of xo.

For examples, see mlelcd.

See Also

dmarglcd, mlelcd