vcov.lpcde: Variance-Covariance

In lpcde: Boundary Adaptive Local Polynomial Conditional Density Estimator

Variance-Covariance

Description

The vcov method for local polynomial conditional density objects.

Usage

## S3 method for class 'lpcde'
vcov(object, ...)

Arguments

object	Class "lpdensity" object, obtained by calling lpcde.
...	Additional options.

Details

Vcov method for local polynomial density conditional estimation

Value

stdErr	A matrix containing grid points and standard errors using p- and q-th order local polynomials.
CovMat	The variance-covariance matrix corresponding to est.
CovMat_RBC	The variance-covariance matrix corresponding to est_RBC.

Author(s)

Matias D. Cattaneo, Princeton University. [e-mail].

Rajita Chandak (maintainer), Princeton University. [e-mail].

Michael Jansson, University of California Berkeley. [e-mail].

Xinwei Ma, University of California San Diego. [e-mail].

See Also

lpcde for local polynomial conditional density estimation.

Supported methods: plot.lpcde, print.lpcde, summary.lpcde,

Examples

n <- 100
x_data <- as.matrix(rnorm(n, mean = 0, sd = 1))
y_data <- as.matrix(rnorm(n, mean = 0, sd = 1))
y_grid <- stats::quantile(y_data, seq(from = 0.1, to = 0.9, by = 0.1))
# density estimation
model1 <- lpcde::lpcde(x_data = x_data, y_data = y_data, y_grid = y_grid, x = 0, bw = 0.5)
vcov(model1)

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