R/margin_prior_admkr.R

In bbemkr: Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error

margin_prior_admkr = function(band2, data_x)
{
    dm = ncol(data_x)
    data_num = nrow(data_x)
    hn = data_num^(-1/(4 + dm))
    bn = data_num^(-3/(2 * dm + 11))
    logf = 0
    for(i in 1:dm)
    {
        logf = logf + logpriorh2(band2[i] * hn^2) + log(hn^2)
    }
    logf = logf + logpriorh2(band2[dm+1] * bn^2) + log(bn^2)
    return(logf)
}