Learn R Programming
⚠️There's a newer version (2.0) of this package.Take me there.

bbemkr (version 1.3)

Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error

Description

Bayesian bandwidth estimation for Nadaraya-Watson type multivariate kernel regression with Gaussian error

Copy Link

Version

Install

install.packages('bbemkr')

Monthly Downloads

19

Version

1.3

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

June 15th, 2011

Functions in bbemkr (1.3)

bbemkr-package

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

Log likelihood constructed via Gaussian error assumption
NadarayaWatsonkernel

Nadaraya-Watson kernel estimator
data_y

Simulated response variable
bbelogdensity

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

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

MCMC iterations
nrr

Normal reference rule
bbelogpriors

Calculate the log prior used in the log marginal density of Chib (1995).
bbecost2

Negative of log posterior associated with the error variance
ker

Type of kernel function
bbewarmup

Burn-in period
data_x

Simulated two-dimensional regressors
bbecost

Negative of log posterior associated with the bandwidths
PriestleyChaokernel

Priestley-Chao kernel estimator
bbeloglikelihood

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

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

Gasser-Muller kernel estimator