Kernel Density Estimation with a Markov Chain Monte Carlo Sample

Provides methods for selecting the optimal bandwidth in kernel density estimation for dependent samples, such as those generated by Markov chain Monte Carlo (MCMC). Implements a modified biased cross-validation (mBCV) approach that accounts for sample dependence, improving the accuracy of estimated density functions.


Reference manual

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install.packages("KDEmcmc")

0.0.2 by Juhee Lee, a year ago


Browse source code at https://github.com/cran/KDEmcmc


Authors: Juhee Lee [aut, cre] , Hang J. Kim [aut] , Young-Min Kim [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, methods

Linking to Rcpp, RcppArmadillo


See at CRAN