Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error


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Documentation for package ‘bbemkr’ version 2.0

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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