| interpmarglcd {LogConcDEAD} | R Documentation |
Finds marginals of multivariate logconcave maximum likelihood estimators by integrating
Description
Integrates the maximum likelihood estimator of multivariate data over an appropriate subspace to
produce axis-aligned marginals for use in plot.LogConcDEAD.
Usage
interpmarglcd(lcd, marg=1, gridlen=100)Arguments
lcd |
Output from |
marg |
An (integer) scalar indicating which margin is required |
gridlen |
An (integer) scalar indicating the size of the grid |
Details
Given a multivariate log-concave maximum likelihood
estimator in the form of an object of class "LogConcDEAD" and
a margin marg, this function will compute the marginal
density estimate \hat{f}_{n, \textrm{\tiny{marg}}}.
The estimate is evaluated at gridlen equally spaced points in
the range where the density estimate is nonzero. These points are
given in the vector xo.
\hat{f}_{n, \textrm{\tiny{marg}}} is evaluated by
integrating the log-concave maximum likelihood estimator
\hat{f}_n over the other components. The marginal
density is zero outside the range of xo.
For examples, see mlelcd.
Value
xo |
Vector of values at which the marginal density is estimate is computed. |
marg |
Vector of values of the integrated maximum likelihood
estimator at the locations |
Author(s)
Madeleine Cule
Robert Gramacy
Richard Samworth