View source: R/kernel_regression_estimator.R
Xij_mat | R Documentation |
X_{ij}
MatrixThis helper function computes the matrix of pairwise values, X_{ij},
for the kernel regression estimator,
X_{ij} = (X_{i} - \bar{X}) (X_{j} - \bar{X}) .
Xij_mat(X, meanX = mean(X))
X |
A vector of values. |
meanX |
The average value of |
A matrix of size N \times N
, where N
is the length of the vector X.
Hall, P. & Patil, P. (1994). Properties of nonparametric estimators of autocovariance for stationary random fields. Probability Theory and Related Fields 99(3), 399-424. https://doi.org/10.1007/bf01199899
Hall, P., Fisher, N. I., & Hoffmann, B. (1994). On the nonparametric estimation of covariance functions. The Annals of Statistics 22(4), 2115-2134. https://doi.org/10.1214/aos/1176325774
X <- c(1, 2, 3, 4)
Xij_mat(X, mean(X))
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