bbefkr: Bayesian bandwidth estimation and semi-metric selection for the functional kernel regression with unknown error density

Estimating optimal bandwidths for the regression mean function approximated by the functional Nadaraya-Watson estimator and the error density approximated by a kernel density of residuals simultaneously in a scalar-on-function regression. As a by-product of Markov chain Monte Carlo, the optimal choice of semi-metric is selected based on largest marginal likelihood.

Package details

AuthorHan Lin Shang
MaintainerHan Lin Shang <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the bbefkr package in your browser

Any scripts or data that you put into this service are public.

bbefkr documentation built on May 2, 2019, 3:04 a.m.