logMargDenNR {bayesm} | R Documentation |
logMargDenNR
computes log marginal density using the Newton-Raftery approximation.
logMargDenNR(ll)
ll |
vector of log-likelihoods evaluated at |
Approximation to log marginal density value.
This approximation can be influenced by outliers in the vector of log-likelihoods; use with care. This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
For further discussion, see Chapter 6, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.