bbemkr (version 1.1)

bbelike: Log likelihood

Description

Calculate the log likelihood, using the leave-one-out samples.

Usage

bbelike(data_x, data_y, x, sigma)

Arguments

data_x

Regressors

data_y

Response variable

x

Log bandwidth of the regressors

sigma

Variance of the error density

Value

• Log likelihood value

References

X. Zhang and R. D. Brooks and M. L. King (2009) A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Journal of Econometrics, 153, 21-32.

See Also

bbeMCMCrecording