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 <hanlin.shang@anu.edu.au>
LicenseGPL (>= 2)
Version4.2
URL https://sites.google.com/site/hanlinshangswebsite/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bbefkr")

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