marginal_d_cpp {DIFM}

Marginal predictive density

Description

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

Usage

marginal_d_cpp(data, attributes, hyp_parm, Gibbs, burnin = -1L, verbose = TRUE)

Arguments

data

The dataset

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 process.

Value

A list of 4 items: Laplace-Metropolis predictive density of the given DIFM, integrated likelihood, the maximum of the predictive densities and determinant of the covariance matrix of the parameters.