LogConcDEAD (version 1.5-5)

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)

Arguments

x

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.

See Also

mlelcd