cKDE

Provides methods for selecting the optimal bandwidth in kernel density estimation for dependent samples, such as those generated by Markov chain Monte Carlo (MCMC). Implements a modified biased cross-validation (mBCV) approach that accounts for sample dependence, improving the accuracy of estimated density functions.

Juhee Lee

KDEmcmc

Kernel Density Estimation with a Markov Chain Monte Carlo Sample

cKDE: RCPP Implementation of the Library

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