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bbemkr (version 2.0)
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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Version
2.0
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Install
install.packages('bbemkr')
Monthly Downloads
89
Version
2.0
License
GPL (>= 2)
Maintainer
Shang H
Last Published
April 5th, 2014
Functions in bbemkr (2.0)
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cost_admkr
Negative of log posterior associated with the bandwidths
data_yt
Simulated response variable
cost_gaussian
Negative of log posterior associated with the bandwidths
data_x
Simulated three-dimensional regressors
LaplaceMetropolis_gaussian
Laplace-Metropolis estimator of log marginal likelihood
logdensity_gaussian
Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995).
NadarayaWatsonkernel
Nadaraya-Watson kernel estimator
gibbs_admkr_nw
Estimating bandwidths of the regressors
loglikelihood_admkr
Calculate the log likelihood used in the Chib's (1995) log marginal density
mcmcrecord_admkr
MCMC iterations
np_gibbs
Estimating bandwidths of the regressors
ker
Type of kernel function
kern
Calculate the R square value and mean square error as measures of goodness of fit
data_ynorm
Simulated response variable
cov_chol
Calculate log marginal likeliood from MCMC output
mcmcrecord_gaussian
MCMC iterations
logpriors_gaussian
Calculate the log prior used in the log marginal density of Chib (1995).
cov_chol_admkr
Calculate log marginal likelihood from MCMC output
LaplaceMetropolis_admkr
Laplace-Metropolis estimator of log marginal likelihood
logdensity_admkr
Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995).
cost2_gaussian
Negative of log posterior associated with the error variance
bbemkr-package
Bayesian bandwidth estimation for multivariate kernel regression
xm
Values of true regression function
warmup_gaussian
Burn-in period
nrr
Normal reference rule for estimating bandwidths
logpriorh2
Prior of square bandwidths
logpriors_admkr
Calculate the log prior used in the log marginal density of Chib (1995).
warmup_admkr
Burn-in period
loglikelihood_gaussian
Calculate the log likelihood used in the Chib's (1995) log marginal density
gibbs_admkr_erro
Estimating bandwidth of the kernel-form error density