interpolate_conditional_density: Interpolate a univariate conditional density function

In lg: Locally Gaussian Distributions: Estimation and Methods

Description

Estimates the conditional density function for one free variable on a grid. Returns a function that interpolates between these grid points so that it can be evaluated more quickly, without new optimizations.

Usage

interpolate_conditional_density(lg_object, condition, nodes,
  extend = 0.3,
  gaussian_scale = lg_object$transform_to_marginal_normality)

Arguments

lg_object	An object of type lg, as produced by the lg_main-function
condition	A vector with conditions for the variables that we condition upon. Must have exactly one more element than there are columns in the data
nodes	Either the number of equidistant nodes to generate, or a vector of nodes supplied by the user
extend	How far to extend the grid beyond the extreme data points, in share of the range
gaussian_scale	Stay on the standard Gaussian scale, useful for the accept-reject algorithm

lg documentation built on Dec. 5, 2019, 5:13 p.m.