Integrates the maximum likelihood estimator of multivariate data over an appropriate subspace to
produce axis-aligned marginals for use in plot.LogConcDEAD.
interpmarglcd(lcd, marg=1, gridlen=100)
Vector of values at which the marginal density is estimate is computed.
Vector of values of the integrated maximum likelihood
estimator at the locations xo
Output from mlelcd (of class "LogConcDEAD")
An (integer) scalar indicating which margin is required
An (integer) scalar indicating the size of the grid
Madeleine Cule
Robert Gramacy
Richard Samworth
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.
dmarglcd, mlelcd