get_sigma_yx: Estimation of sigma_yx

In rbbnp: A Bias Bound Approach to Non-Parametric Inference

Estimation of sigma_yx

Description

Estimation of sigma_yx

Usage

get_sigma_yx(Y, X, x, h, inf_k)

Arguments

Y	A numerical vector representing the sample data of variable Y.
X	A numerical vector representing the sample data of variable X.
x	The specific point at which sigma_yx is to be estimated.
h	A bandwidth parameter used in the kernel function for smoothing.
inf_k	A kernel function used to weigh observations in the neighborhood of point x.

Value

Returns a scalar representing the estimated value of sigma_yx at the point x. Returns 0 if either fyx or conditional variance is negative.

rbbnp documentation built on June 8, 2025, 10:46 a.m.