Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error


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Documentation for package ‘bbemkr’ version 1.1

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bbemkr-package Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error
bbecost Negative of log posterior
bbecost2 Negative of log posterior
bbelike Log likelihood
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
bbewarmup Burn-in period
data_x Simulated two-dimensional regressors
data_y Simulated response variable
kern Calculate R square for goodness of fit
np_gibbs Estimating bandwidths of the regressor and the variance of the error density
nrr Normal reference rule