Build a Lagrange polynomial interpolant of the marginal posterior, for plotting and for computing quantiles.
interpolate_marginal_posterior(
margpost,
method = c("auto", "polynomial", "spline")
)A function of theta which computes the log interpolated normalized marginal posterior.
The output of aghq::marginal_posterior. See the documentation for that function.
The method to use. Default is a k point polynomial interpolant using polynom::poly.calc().
This has been observed to result in unstable behaviour for larger numbers of quadrature points k,
which is of course undesirable. If k > 3, you can set method = 'spline' to use splines::interpSpline() instead,
which uses cubic B-Splines. These should always be better than a straight polynomial, except don't work
when k < 4 which is why they aren't the default. If you try and set method = 'spline' with
k < 4 it will be changed back to polynomial, with a warning.
Other summaries:
compute_pdf_and_cdf(),
compute_quantiles(),
marginal_posterior()