generalCorr (version 1.2.6)

NLhat: Compute fitted values from kernel regression of x on y and y on x

Description

This is an auxiliary function for `gmcmtxBlk.' It uses two numerical vectors (x, y) of same length to create two vectors (xhat, yhat) of fitted values using nonlinear kernel regressions. It uses package `np' called by kern function to kernel regress x on y, and conversely y on x. It uses the option `residuals=TRUE' of `kern'

Usage

NLhat(x, y)

Value

two vectors named xhat and yhat for fitted values

Arguments

x

A column vector of x data

y

A column vector of y data

Author

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

See Also

See Also as gmcmtxBlk.

Examples

if (FALSE) {
set.seed(34);x=sample(1:15);y=sample(1:15)
NLhat(x,y)}