interpolate_conditional_density {lg}

Interpolate a univariate conditional density function

Description

Estimates the conditional density function for one free variable on a grid. Returns a function that interpolates between these grid points so that it can be evaluated more quickly, without new optimizations.

Usage

interpolate_conditional_density(lg_object, condition, nodes,
  extend = 0.3,
  gaussian_scale = lg_object$transform_to_marginal_normality)

Arguments

lg_object

An object of type lg, as produced by the lg_main-function

condition

A vector with conditions for the variables that we condition upon. Must have exactly one more element than there are columns in the data

nodes

Either the number of equidistant nodes to generate, or a vector of nodes supplied by the user

extend

How far to extend the grid beyond the extreme data points, in share of the range

gaussian_scale

Stay on the standard Gaussian scale, useful for the accept-reject algorithm