marg.likelihood function

Calculating the marginal likelihood

Calculating the marginal likelihood.

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

Arguments

• penden.env: Containing all information, environment of pendensity()
• pen.likelihood: penalized log likelihood

Details

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

The needed values are saved in the environment.

Returns

Returning the marginal likelihood.

Author(s)

Christian Schellhase cschellhase@wiwi.uni-bielefeld.de

References

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