Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error

Documentation for package ‘bbemkr’ version 1.5

bbemkr-package	Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error assumption
bbemkr	Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error assumption
cost	Negative of log posterior associated with the bandwidths
cost2	Negative of log posterior associated with the error variance
cov_chol	Calculate log marginal likeliood from MCMC output
data_x	Simulated three-dimensional regressors
data_y	Simulated response variable
ker	Type of kernel function
kern	Calculate the R square value and mean square error as measures of goodness of fit
LaplaceMetropolis	Laplace-Metropolis estimator of log marginal likelihood
logdensity	Calculate an estimate of log posterior ordinate used in the log marginal density of Chib (1995).
loglikelihood	Calculate the log likelihood used in the Chib's (1995) log marginal density
logpriorh2	Prior of square bandwidths
logpriors	Calculate the log prior used in the log marginal density of Chib (1995).
mcmcrecord	MCMC iterations
NadarayaWatsonkernel	Nadaraya-Watson kernel estimator
np_gibbs	Estimating bandwidths of the regressors
nrr	Normal reference rule for estimating bandwidths
warmup	Burn-in period
xm	Values of true regression function