betahatse.fast: Calculate estimates of the covariance matrix for beta(t).

Description Usage Details Value

Description

To help with overall computational efficiency of hdslc, this function will return multiple covariance matrices - one covariance matrix for each requested evaluation time.

Usage

1
betahatse.fast(betahat, times, status, m, h, evalt)

Details

See Cai and Sun (2003, Scandinavian Journal of Statistics) for details on the local constant estimator for beta(t). The user will not typically interact with this function. The function is wrapped by hdslc, and the output is used by hdslcse.fast.

Value

An N x p x p matrix, where N is the number of evaluation times and p is the number of covariates.


hds documentation built on May 2, 2019, 9:44 a.m.