pendensity (version 0.2.13)

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.