estimate_crossvar: Perform the estimation of the variance Var(X_{s}X_{t)}.

View source: R/estimate_parameters.R

estimate_crossvarR Documentation

Perform the estimation of the variance Var(X_{s}X_{t)}.

Description

This function performs an estimation of the variance Var(X_{s}X_{t)} used for the estimation of the bandwidth for a univariate kernel regression estimator defined over continuous domains data.

Usage

estimate_crossvar(curves_smooth_s, curves_smooth_t)

Arguments

curves_smooth_s

List, smoothing of the curves at point s and resulting from the presmoothing function.

curves_smooth_t

List, smoothing of the curves at point t and resulting from the presmoothing function.

Value

Numeric, estimation of Var(X_{s}X_{t)}.

References

Golovkine S., Klutchnikoff N., Patilea V. (2021) - Adaptive estimation of irregular mean and covariance functions.


StevenGolovkine/funestim documentation built on June 15, 2022, 3:42 a.m.