KDEmcmc: 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.
Version: |
0.0.1 |
Depends: |
R (≥ 3.5.0) |
Imports: |
Rcpp, methods |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2025-04-24 |
Author: |
Juhee Lee [aut, cre],
Hang J. Kim [aut],
Young-Min Kim [aut] |
Maintainer: |
Juhee Lee <ljh988488 at gmail.com> |
License: |
GPL (≥ 3) |
NeedsCompilation: |
yes |
CRAN checks: |
KDEmcmc results |
Documentation:
Downloads:
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