lpcde (version 0.1.6)

vcov.lpcde: Variance-Covariance

Description

The vcov method for local polynomial conditional density objects.

Usage

# S3 method for lpcde
vcov(object, ...)

Value

stdErr

A matrix containing grid points and standard errors using p- and q-th order local polynomials.

CovMat

The variance-covariance matrix corresponding to est.

CovMat_RBC

The variance-covariance matrix corresponding to est_RBC.

Arguments

object

Class "lpdensity" object, obtained by calling lpcde.

...

Additional options.

Author

Matias D. Cattaneo, Princeton University. .

Rajita Chandak (maintainer), Princeton University. .

Michael Jansson, University of California Berkeley. .

Xinwei Ma, University of California San Diego. .

Details

Vcov method for local polynomial density conditional estimation

See Also

lpcde for local polynomial conditional density estimation.

Supported methods: plot.lpcde, print.lpcde, summary.lpcde,

Examples

n <- 100
x_data <- as.matrix(rnorm(n, mean = 0, sd = 1))
y_data <- as.matrix(rnorm(n, mean = 0, sd = 1))
y_grid <- stats::quantile(y_data, seq(from = 0.1, to = 0.9, by = 0.1))
# density estimation
model1 <- lpcde::lpcde(x_data = x_data, y_data = y_data, y_grid = y_grid, x = 0, bw = 0.5)
vcov(model1)