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 |
| DOI: | 10.32614/CRAN.package.KDEmcmc |
| 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 |
| Reference manual: | KDEmcmc.pdf |
| Package source: | KDEmcmc_0.0.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: KDEmcmc_0.0.1.zip, r-oldrel: KDEmcmc_0.0.1.zip |
| macOS binaries: | r-release (arm64): KDEmcmc_0.0.1.tgz, r-oldrel (arm64): KDEmcmc_0.0.1.tgz, r-release (x86_64): KDEmcmc_0.0.1.tgz, r-oldrel (x86_64): KDEmcmc_0.0.1.tgz |
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