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bbemkr (version 1.6)
Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error
Description
Bayesian bandwidth estimation for Nadaraya-Watson type multivariate kernel regression with Gaussian error density
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Install
install.packages('bbemkr')
Monthly Downloads
87
Version
1.6
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
December 17th, 2013
Functions in bbemkr (1.6)
Search functions
warmup_gaussian
Burn-in period
mcmcrecord_admkr
MCMC iterations
cost_gaussian
Negative of log posterior associated with the bandwidths
logpriorh2
Prior of square bandwidths
cov_chol_admkr
Calculate log marginal likelihood from MCMC output
xm
Values of true regression function
warmup_admkr
Burn-in period
cost2_gaussian
Negative of log posterior associated with the error variance
gibbs_admkr_nw
Estimating bandwidths of the regressors
data_x
Simulated three-dimensional regressors
loglikelihood_admkr
Calculate the log likelihood used in the Chib's (1995) log marginal density
gibbs_admkr_erro
Estimating bandwidth of the kernel-form error density
logdensity_gaussian
Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995).
logpriors_gaussian
Calculate the log prior used in the log marginal density of Chib (1995).
np_gibbs
Estimating bandwidths of the regressors
cov_chol
Calculate log marginal likeliood from MCMC output
LaplaceMetropolis_admkr
Laplace-Metropolis estimator of log marginal likelihood
NadarayaWatsonkernel
Nadaraya-Watson kernel estimator
data_ynorm
Simulated response variable
kern
Calculate the R square value and mean square error as measures of goodness of fit
logpriors_admkr
Calculate the log prior used in the log marginal density of Chib (1995).
mcmcrecord_gaussian
MCMC iterations
cost_admkr
Negative of log posterior associated with the bandwidths
logdensity_admkr
Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995).
nrr
Normal reference rule for estimating bandwidths
LaplaceMetropolis_gaussian
Laplace-Metropolis estimator of log marginal likelihood
ker
Type of kernel function
bbemkr-package
Bayesian bandwidth estimation for multivariate kernel regression
data_yt
Simulated response variable
loglikelihood_gaussian
Calculate the log likelihood used in the Chib's (1995) log marginal density