logpriorh2:
Prior density of the squared bandwidth parameters
Description
Inverse gamma distribution is used as the prior density of bandwidth parameters
Usage
logpriorh2(h2, prior_alpha, prior_beta)
Arguments
h2
Squared bandwidths
prior_alpha
Hyper-parameter of the inverse gamma distribution
prior_beta
Hyper-parameter of the inverse gamma distribution
Value
Prior density
References
H. L. Shang (2013) `Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density', Computational Statistics and Data Analysis, 67, 185-198.
H. L. Shang (2013) `Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density', Computational Statistics, in press.