Estimation of sigma_yx

Estimation of sigma_yx

Usage

get_sigma_yx(Y, X, x, h, inf_k)

Arguments

Y

A numerical vector representing the sample data of variable Y.

X

A numerical vector representing the sample data of variable X.

x

The specific point at which sigma_yx is to be estimated.

h

A bandwidth parameter used in the kernel function for smoothing.

inf_k

A kernel function used to weigh observations in the neighborhood of point x.

Value

Returns a scalar representing the estimated value of sigma_yx at the point x. Returns 0 if either fyx or conditional variance is negative.