var_Lip: Lipschitz class variance

Description Usage Arguments Value

View source: R/opt_bw.R

Description

Calculates the variance for regression function value estimator under Lipschitz class

Usage

1
var_Lip(y, x, t, kern, h, deg = NULL, sd.homo = TRUE)

Arguments

y

vector of dependent variables

x

a vector of regressors.

t

a scalar evaluation point.

kern

a string for kernel name; currently "tri" is supported.

h

a positive bandwidth.

deg

degree of local polynomial regression to be used

sd.homo

logical indicating whether the variance would be estimated under locally homoskedastic variance assumption; the default is sd.homo = TRUE.

Value

a scalar variance value


koohyun-kwon/HTEBand documentation built on Dec. 21, 2021, 7:42 a.m.