Function for estimating the variance-covariance matrix.
cov_hat(x_data, y_data, x, y_grid, p, q, mu, nu, h, kernel_type, cov_flag)Covariance matrix for all the grid points
Covariate dataset, vector or matrix.
Response variable dataset, vector.
Numeric vector or matrix, specifies the grid of evaluation points along x-direction.
Numeric vector, specifies the grid of evaluation points along y-direction.
Polynomial order for y.
Polynomial order for covariates.
Degree of derivative with respect to y.
Degree of derivative with respect to x.
Numeric, bandwidth vector.
Kernel function choice.
Flag for covariance estimation option.