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

morie_ghosal_sieve_prior(x = rnorm(50))
#> $estimate
#> [1] 0.2634775
#> 
#> $log_lik_per_obs
#> [1] 0.2418403
#> 
#> $weights
#> [1] 0.0318156296 0.0001820474 0.9184688850 0.0495334381
#> 
#> $K
#> [1] 4
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Bernstein-polynomial sieve density (Petrone 1999, Ghosal 2001)"
#>