pendensity (version 0.2.5)

marg.likelihood: Calculating the marginal likelihood

Description

Calculating the marginal likelihood.

Usage

marg.likelihood(penden.env,pen.likelihood)

Arguments

penden.env

Containing all information, environment of pendensity()

pen.likelihood

penalized log likelihood

Value

• Returning the marginal likelihood.

Details

Calculating is done using a Laplace approximation for the integral of the marginal likelihood.

The needed values are saved in the environment.

References

Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.