Auxiliary function that identify the local region for locally restricted importance sampling. Used in approximate the normalizing constant.
find_index_local_region(samples, EM_result, df_t)The sample used to consruct region.
The parameters.
Degree of freedom for the t-distrbution.
It returns the local region for locally restricted importance sampling.
See Manual.pdf in "inst/extdata" folder.
Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou (2019+) "Determine the number of states in hidden markov models via marginal likelihood." Submitted.