bbemkr-package | Bayesian bandwidth estimation for multivariate kernel regression |
bbemkr | Bayesian bandwidth estimation for multivariate kernel regression |
cost2_gaussian | Negative of log posterior associated with the error variance |
cost_admkr | Negative of log posterior associated with the bandwidths |
cost_gaussian | Negative of log posterior associated with the bandwidths |
cov_chol | Calculate log marginal likeliood from MCMC output |
cov_chol_admkr | Calculate log marginal likelihood from MCMC output |
data_x | Simulated three-dimensional regressors |
data_ynorm | Simulated response variable |
data_yt | Simulated response variable |
gibbs_admkr_erro | Estimating bandwidth of the kernel-form error density |
gibbs_admkr_nw | 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 |
LaplaceMetropolis_admkr | Laplace-Metropolis estimator of log marginal likelihood |
LaplaceMetropolis_gaussian | 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). |
logdensity_gaussian | Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995). |
loglikelihood_admkr | Calculate the log likelihood used in the Chib's (1995) log marginal density |
loglikelihood_gaussian | Calculate the log likelihood used in the Chib's (1995) log marginal density |
logpriorh2 | Prior of square bandwidths |
logpriors_admkr | Calculate the log prior used in the log marginal density of Chib (1995). |
logpriors_gaussian | Calculate the log prior used in the log marginal density of Chib (1995). |
mcmcrecord_admkr | MCMC iterations |
mcmcrecord_gaussian | MCMC iterations |
NadarayaWatsonkernel | Nadaraya-Watson kernel estimator |
np_gibbs | Estimating bandwidths of the regressors |
nrr | Normal reference rule for estimating bandwidths |
warmup_admkr | Burn-in period |
warmup_gaussian | Burn-in period |
xm | Values of true regression function |