Learn R Programming

LogConcDEAD (version 1.6-10)

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)

Value

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

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?

Author

Madeleine Cule

Robert Gramacy

Richard Samworth

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