logMargDenNR             package:bayesm             R Documentation

_C_o_m_p_u_t_e _L_o_g _M_a_r_g_i_n_a_l _D_e_n_s_i_t_y _U_s_i_n_g _N_e_w_t_o_n-_R_a_f_t_e_r_y _A_p_p_r_o_x

_D_e_s_c_r_i_p_t_i_o_n:

     'logMargDenNR' computes log marginal density using the
     Newton-Raftery approximation.
      Note: this approximation can be influenced by outliers in the
     vector of log-likelihoods. Use  with *care* .

_U_s_a_g_e:

     logMargDenNR(ll)

_A_r_g_u_m_e_n_t_s:

      ll: vector of log-likelihoods evaluated at length(ll) MCMC draws 

_V_a_l_u_e:

     approximation to log marginal density value.

_W_a_r_n_i_n_g:

     This routine is a utility routine that does *not* check the input
     arguments for proper dimensions and type.

_A_u_t_h_o_r(_s):

     Peter Rossi, Graduate School of Business, University of Chicago,
     Peter.Rossi@ChicagoGsb.edu.

_R_e_f_e_r_e_n_c_e_s:

     For further discussion, see _Bayesian Statistics and Marketing_ by
     Rossi, Allenby and McCulloch, Chapter 6. 
      <URL:
     http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html>

