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bbemkr (version 1.2)

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

19

Version

1.2

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

May 21st, 2011

Functions in bbemkr (1.2)

data_x

Simulated two-dimensional regressors
data_y

Simulated response variable
bbecost2

Negative of log posterior associated with the error variance
bbemkr-package

Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error assumption
bbeMCMCrecording

MCMC iterations
kern

Calculate the R square value as a measure of goodness of fit
bbewarmup

Burn-in period
nrr

Normal reference rule
bbelogdensity

Calculate an estimate of log posterior ordinate used in the log marginal density of Chib(1995).
np_gibbs

Estimating bandwidths of the regressors and the variance of error density
bbecost

Negative of log posterior associated with the bandwidths
bbelogpriors

Calculate the log prior used in the log marginal density of Chib (1995).
bbelike

Log likelihood constructed via Gaussian error assumption
bbeloglikelihood

Calculate the log likelihood used in the Chib's (1995) log marginal density
ker

Type of kernel function