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Last data update: 2014.03.03

R: Fit posterior marginal distributions to points

fitmarg

R Documentation

Fit posterior marginal distributions to points

Description

Compute (and re-scale, if necessary) the marginal from a set of points x and values of log-likelihood logy and log-prior density logp.

Usage

fitmarg(x, logy, logp = 0, usenormal = FALSE)

Arguments

`x`	Values of the random variable.
`logy`	Log-likelihood.
`logp`	Log-prior density.
`usenormal`	Whether use a Normal distribution for the fitted marginal.

Details

Fits a marginal at a set of points x from their log-likelihood and log-prior. The fitted marginal is re-scaled to integrate one if necessary. If usenormal=TRUE then the fitted marginal is supposed to be Normal, which is computed using the posterior mean and standard deviation of x.

Value

A function with the fitted marginal is returned.

Author(s)

Virgilio G<c3><b3>mez-Rubio <virgilio.gomez@uclm.es>