logpriors_admkr {bbemkr} | R Documentation |
Log marginal likelihood = Log likelihood + Log prior - Log density
logpriors_admkr(h2, data_x)
h2 |
Square of re-parameterized bandwidths |
data_x |
Regressors |
Calculate the log prior using the estimated averaged bandwidths of the regressors, obtained from the MCMC iterations
Value of the log prior
Han Lin Shang
S. Chib and I. Jeliazkov (2001) Marginal likelihood from the Metropolis-Hastings output, Journal of the American Statistical Association, 96(453), 270-281.
S. Chib (1995) Marginal likelihood from the Gibbs output, Journal of the American Statistical Association, 90(432), 1313-1321.
M. A. Newton and A. E. Raftery (1994) Approximate Bayesian inference by the weighted likelihood bootstrap (with discussion), Journal of the Royal Statistical Society. Series B, 56(1), 3-48.
logdensity_admkr
, loglikelihood_admkr
, mcmcrecord_admkr