dmarglcd {LogConcDEAD}R Documentation

Evaluate the marginal of multivariate log-concave maximum likelihood estimators at a point

Description

Integrates the log-concave maximum likelihood estimator of multivariate data to evaluate the marginal density at a point.

Usage

dmarglcd(x=0, lcd, marg=1)
lcd.marg.eval (lcd, point=0, marg=1)
 

Arguments

x, point Point (or vector of points) at which the marginal density is to be evaluated
lcd Object of class "LogConcDEAD" (typically output from mlelcd)
marg Which margin is required?

Details

Given a multivariate log-concave maximum likelihood estimator in the form of an object of class "LogConcDEAD", a margin marg, and a real-valued point x, this function evaluates the estimated marginal density f_n,marg (x), as obtained by integrating over all the other dimensions.

For examples, see mlelcd.

lcd.marg.eval is deprecated, but retained for compatibility with previous versions.

Value

A vector containing the values of the marginal density f_n,marg at the points x.

Author(s)

Madeleine Cule mlc40@cam.ac.uk

Robert Gramacy

Richard Samworth

See Also

mlelcd


[Package LogConcDEAD version 1.3-3 Index]