logpriorh2: Prior density of the squared bandwidth parameters

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

Description

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

Usage

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.