abs_res: Absolute residuals of kernel regression of x on y.

In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

Absolute residuals of kernel regression of x on y.

Description

This internal function calls the kern function to implement kernel regression with the option residuals=TRUE and returns absolute residuals.

Usage

abs_res(x, y)

Arguments

x	vector of data on the dependent variable
y	vector of data on the regressor

Details

The first argument is assumed to be the dependent variable. If abs_res(x,y) is used, you are regressing x on y (not the usual y on x)

Value

absolute values of kernel regression residuals are returned.

Note

This function is intended for internal use.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

Examples

## Not run: 
set.seed(330)
x=sample(20:50)
y=sample(20:50)
abs_res(x,y)

## End(Not run)

generalCorr documentation built on Oct. 10, 2023, 1:06 a.m.