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bbemkr (version 1.1)
Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error
Description
Bayesian bandwidth estimation for Nadaraya-Watson type multivariate kernel regression with Gaussian error
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Install
install.packages('bbemkr')
Monthly Downloads
98
Version
1.1
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
November 9th, 2010
Functions in bbemkr (1.1)
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bbeMCMCrecording
MCMC iterations
bbelike
Log likelihood
bbeloglikelihood
Calculate the log likelihood used in the Chib's (1995) log marginal density
bbecost2
Negative of log posterior
data_y
Simulated response variable
data_x
Simulated two-dimensional regressors
bbelogdensity
Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995).
nrr
Normal reference rule
np_gibbs
Estimating bandwidths of the regressor and the variance of the error density
bbecost
Negative of log posterior
bbelogpriors
Calculate the log prior used in the log marginal density of Chib (1995).
bbemkr-package
Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error
bbewarmup
Burn-in period
kern
Calculate R square for goodness of fit