var_Lip_resid: Lipschitz class variance using residuals (obsolete now)
In koohyun-kwon/HTEBand: Uniform confidence band for heterogenous treatment effects
Description
Usage
Arguments
Details
Value
Description
Calculates the variance for regression function value estimator under Lipschitz class using residuals
Usage
1
var_Lip_resid(x, t, kern, h, resid)
Arguments
x
a vector of regressors.
t
a scalar evaluation point.
kern
a string for kernel name; currently "tri" is supported.
h
a positive bandwidth.
resid
a vector of true conditional standard deviation values
Details
When resid corresponds to the true conditional standard deviations, this function calculates
the true variance value.
Value
a scalar variance value
koohyun-kwon/HTEBand documentation built on Dec. 21, 2021, 7:42 a.m.
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Description Usage Arguments Details Value
Description
Calculates the variance for regression function value estimator under Lipschitz class using residuals
Usage
1 | var_Lip_resid(x, t, kern, h, resid)
|
Arguments
x |
a vector of regressors. |
t |
a scalar evaluation point. |
kern |
a string for kernel name; currently |
h |
a positive bandwidth. |
resid |
a vector of true conditional standard deviation values |
Details
When resid corresponds to the true conditional standard deviations, this function calculates
the true variance value.
Value
a scalar variance value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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