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. Author manuscript; available in PMC: 2016 Feb 5.

Published in final edited form as: J Am Stat Assoc. 2015;110(510):459–471. doi: 10.1080/01621459.2014.990973

Algorithm 2 — Predictive recursion for estimating π(θ) and c in Model (11). The subdensity ${\tilde{π}}_{1} (θ) = c π (θ)$ is approximated on a discrete grid, and integrals with respect to ${\tilde{π}}_{1} (θ)$ are calculated by the trapezoid rule.