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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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Version

Install

install.packages('bbemkr')

Monthly Downloads

26

Version

1.1

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

November 9th, 2010

Functions in bbemkr (1.1)

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