loglikelihood_admkr: Calculate the log likelihood used in the Chib's (1995) log...
In bbemkr: Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error

Description Usage Arguments Details Value Author(s) References See Also

Log marginal likelihood = Log likelihood + Log prior - Log density

1	loglikelihood_admkr(h2, data_x, data_y)

`h2`	Square of re-parameterized bandwidths
`data_x`	Regressors
`data_y`	Response variable

Calculates the log likelihood using the estimated averaged bandwidths of the regressors and estimated averaged variance of the error density

The value of log likelihood, with parameters (bandwidths) estimated from the MCMC iterations

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, 56, 3-48.

logpriors_admkr, logdensity_admkr, mcmcrecord_admkr

bbemkr documentation built on May 1, 2019, 10:53 p.m.