Bayesian Bandwidth Selection for Multivariate KDE via
Expectation Propagation
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘epkde’ version 0.1.0
Help Pages
| ep_kde_diagonal | EP inference for diagonal KDE bandwidth |
| ep_kde_full | EP inference for full KDE bandwidth (precision matrix) |
| ep_kde_isotropic | EP inference for isotropic KDE bandwidth |
| ep_kde_online | Online EP update for isotropic KDE bandwidth |
| kde_predict | Evaluate kernel density estimate at test points |
| model_evidence | Extract the log model evidence for model comparison |