bbefkr (version 4.2)

logpriors_admkr: Compute the marginal likelihood using Chib's (1995) method

Description

The log marginal likelihood can be computed as the log likelihood + log prior - log posterior. The latter one can be estimated from the MCMC.

Usage

logpriors_admkr(h2, prior_alpha, prior_beta)

Arguments

h2

Squared bandwidths

prior_alpha

Hyper-parameter of the inverse gamma distribution

prior_beta

Hyper-parameter of the inverse gamma distribution

Value

The value of log prior density in the marginal likelihood

References

S. Chib (1995) `Marginal likelihood from the Gibbs output', Journal of the American Statistical Association, 90(432), 1313-1321.

See Also

logdensity_admkr, loglikelihood_global_admkr