simMCMC

<p>a simulated data from the Gibbs sampler.</p>

datasets

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

Hang J. Kim

Young-Min Kim

simMCMC function

Format

Simulated Markov Chain Monte Carlo Sample — simMCMC

Simulated Markov Chain Monte Carlo Sample

simMCMC: Simulated Markov Chain Monte Carlo Sample

Description

Usage

Arguments

Format

Examples