marginal.d {DIFM}

Marginal predictive density

Description

It calculates the marginal density (Lewis and Raftery, 1997) from the DIFM sample using R.

Usage

marginal.d(
  data,
  model.attributes,
  hyp.parm,
  Gibbs,
  burnin = NA,
  verbose = TRUE
)

Arguments

data

The dataset

model.attributes

Model attributes generated from difm.model.attributes.

hyp.parm

Hyperparameters generated from difm.hyp.parm.

Gibbs

Result of Gibbs sampler from DIFM function.

burnin

Burn-in period. If not specified, one tenths of the iterations will be the burn-in period.

verbose

Print out the iteration process.

Value

Metropolis-Laplace estimator of the Marginal density