lcd.marg.eval {LogConcDEAD}R Documentation

Evaluates the marginal of multivariate logconcave MLEs at a point by integrating

Description

This function integrates the MLE of multivariate data to evaluate the marginal density at a point.

Usage

 lcd.marg.eval (out, point=0, marg=1)

Arguments

out Output from lcd.mle (of class LogConcDEAD)
point Point at which the density is to be evaluated
marg Which margin is required?

Details

Given a multivariate log-concave MLE in the form of an object of class LogConcDEAD and a margin marg, and a real-valued point point, this function will integrate the MLE over the relevant subspaces.

The R code for computing the function J was provided by Lutz D"umbgen.

Value

The value of the marginal at that point.

Author(s)

Madeleine Cule mlc40@cam.ac.uk

Robert Gramacy

Richard Samworth

Examples

##simple normal data

set.seed(101)
x <- matrix(rnorm(200),ncol=2)
out <- lcd.mle(x)
lcd.marg.eval(out, 0, 1)
lcd.marg.eval(out, 1, 2)

[Package LogConcDEAD version 1.2-0 Index]