Bernstein-polynomial sieve density estimator (Petrone 1999)

Bernstein-polynomial sieve density estimator (Petrone 1999)

Usage

morie_ghosal_sieve_prior(x, K = NULL)

Arguments

x

Numeric data vector.

K

Optional integer sieve degree (default round(n^(1/3))).

Value

Named list with estimate, log_lik_per_obs, weights, K, n, method.

Examples

set.seed(1)
morie_ghosal_sieve_prior(x = rnorm(50))
#> $estimate
#> [1] 0.4022371
#> 
#> $log_lik_per_obs
#> [1] 0.1766647
#> 
#> $weights
#> [1] 0.0617706912 0.0000385927 0.8032857863 0.1349049298
#> 
#> $K
#> [1] 4
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Bernstein-polynomial sieve density (Petrone 1999, Ghosal 2001)"
#>