estimate_var: Perform an estimation of Var(X_{t_0)}.

View source: R/estimate_parameters.R

estimate_varR Documentation

Perform an estimation of Var(X_{t_0)}.

Description

This function performs an estimation of Var(X_{t_0}) used for the estimation of the bandwidth for the mean and the covariance by a univariate kernel regression estimator.

Usage

estimate_var(curves_smooth)

Arguments

curves_smooth

List, resulting from the presmoothing function.

Value

Numeric, estimation of the variance at t_0.

References

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


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