Description Usage Arguments Value Examples
View source: R/bivariate_estimation.R
Estimate the local correlation between two variables when the marginals are standard normal. Uses local bandwidths, one bandwidth per grid point.
1 | biLocal.knn(data, grid, h)
|
data |
The data matrix, one row per observation. The marginals are assumed to be standard normal. They can be transformed using the transLocal-function. |
grid |
The grid where the local correlation will be estimated. |
h |
The vector of bandwidths. Length must be equal to the number of grid points. |
A list with 4 elements: $data is the data, $grid is the grid, $par.est is a vector of the estimated local correlations, and $f.est are the local likelihood density estimates there.
1 2 3 4 5 6 7 |
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