LogConcDEAD (version 1.3-2)

dmarglcd: Evaluate the marginal of multivariate log-concave maximum likelihood estimators at a point

Description

Integrates the log-concave maximum likelihood estimator of multivariate data to evaluate the marginal density at a point.

Usage

dmarglcd(x=0, lcd, marg=1)
lcd.marg.eval (lcd, point=0, marg=1)

Arguments

x, point

Point (or vector of points) at which the marginal density is to be evaluated

lcd

Object of class "LogConcDEAD" (typically output from mlelcd)

marg

Which margin is required?

Value

• A vector containing the values of the marginal density $\hat{f}_{n, \tiny\texttt{marg}}$ at the points x.

Details

Given a multivariate log-concave maximum likelihood estimator in the form of an object of class "LogConcDEAD", a margin marg, and a real-valued point x, this function evaluates the estimated marginal density $\hat{f}_{n,\tiny\texttt{marg}}(x)$, as obtained by integrating over all the other dimensions.

For examples, see mlelcd.

lcd.marg.eval is deprecated, but retained for compatibility with previous versions.

See Also

mlelcd