cov_hat: cov_hat: covariance estimator

In lpcde: Boundary Adaptive Local Polynomial Conditional Density Estimator

cov_hat: covariance estimator

Description

Function for estimating the variance-covariance matrix.

Usage

cov_hat(x_data, y_data, x, y_grid, p, q, mu, nu, h, kernel_type, cov_flag)

Arguments

x_data	Covariate dataset, vector or matrix.
y_data	Response variable dataset, vector.
x	Numeric vector or matrix, specifies the grid of evaluation points along x-direction.
y_grid	Numeric vector, specifies the grid of evaluation points along y-direction.
p	Polynomial order for y.
q	Polynomial order for covariates.
mu	Degree of derivative with respect to y.
nu	Degree of derivative with respect to x.
h	Numeric, bandwidth vector.
kernel_type	Kernel function choice.
cov_flag	Flag for covariance estimation option.

Value

Covariance matrix for all the grid points

lpcde documentation built on April 3, 2025, 10:09 p.m.