marg.likelihood {pendensity}

Calculating the marginal likelihood

Description

Calculating the marginal likelihood.

Usage

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.

Value

Returning the marginal likelihood.

Author(s)

Christian Schellhase <[e-mail]>

References

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