Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error


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Documentation for package ‘bbemkr’ version 1.3

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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