local_conditional_covariance: Calculate the local conditional covariance between two...
In hotneim/lg: Locally Gaussian Distributions: Estimation and Methods

View source: R/test_conditional_independence.R

Wrapper for the clg function that extracts the local Gaussian conditional covariance between two variables from an object that is produced by the clg-function.

1	local_conditional_covariance(clg_object, coord = c(1, 2))

`clg_object`	The object produced by the clg-function
`coord`	The variables for which the conditional covariance should be extracted

This function is a wrapper for the clag-function, and extracts the estimated local conditional covariance between the first two variables in the data matrix, on the grid specified to the clg-function.

hotneim/lg documentation built on May 9, 2020, 7:35 a.m.