betahatse.fast: Calculate estimates of the covariance matrix for beta(t).
Description
To help with overall computational efficiency of hdslc, this function
will return multiple covariance matrices - one covariance matrix for each
requested evaluation time.
Usage
betahatse.fast(betahat, times, status, m, h, evalt)
Value
An N x p x p matrix, where N is the number of evaluation times and
p is the number of covariates.
Details
See Cai and Sun (2003, Scandinavian Journal of Statistics) for details on the
local constant estimator for beta(t). The user will not typically interact
with this function. The function is wrapped by hdslc, and the output
is used by hdslcse.fast.