bbemkr-package |
Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error assumption |
bbecost |
Negative of log posterior associated with the bandwidths |
bbecost2 |
Negative of log posterior associated with the error variance |
bbelike |
Log likelihood constructed via Gaussian error assumption |
bbelogdensity |
Calculate an estimate of log posterior ordinate used in the log marginal density of Chib(1995). |
bbeloglikelihood |
Calculate the log likelihood used in the Chib's (1995) log marginal density |
bbelogpriors |
Calculate the log prior used in the log marginal density of Chib (1995). |
bbeMCMCrecording |
MCMC iterations |
bbemkr |
Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error assumption |
bbewarmup |
Burn-in period |
data_x |
Simulated two-dimensional regressors |
data_y |
Simulated response variable |
GasserMullerkernel |
Gasser-Muller kernel estimator |
ker |
Type of kernel function |
kern |
Calculate the R square value as a measure of goodness of fit |
NadarayaWatsonkernel |
Nadaraya-Watson kernel estimator |
np_gibbs |
Estimating bandwidths of the regressors and the variance of error density |
nrr |
Normal reference rule |
PriestleyChaokernel |
Priestley-Chao kernel estimator |