logpriorh2: Prior density of the squared bandwidth parameters

Description Usage Arguments Value Author(s) References

Description

Inverse gamma distribution is used as the prior density of bandwidth parameters

Usage

1
logpriorh2(h2, prior_alpha, prior_beta)

Arguments

h2

Squared bandwidths

prior_alpha

Hyper-parameter of the inverse gamma distribution

prior_beta

Hyper-parameter of the inverse gamma distribution

Value

Prior density

Author(s)

Han Lin Shang

References

H. L. Shang (2013) ‘Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density’, Computational Statistics and Data Analysis, 67, 185-198.

H. L. Shang (2013) ‘Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density’, Computational Statistics, in press.


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