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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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Install
install.packages('bbemkr')
Monthly Downloads
87
Version
1.2
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
May 21st, 2011
Functions in bbemkr (1.2)
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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