local_conditional_covariance {lg}R Documentation

Calculate the local conditional covariance between two variables

Description

Wrapper for the clg function that extracts the local Gaussian conditional covariance between two variables from an object that is produced by the clg-function.

Usage

local_conditional_covariance(clg_object, coord = c(1, 2))

Arguments

clg_object

The object produced by the clg-function

coord

The variables for which the conditional covariance should be extracted

Details

This function is a wrapper for the clag-function, and extracts the estimated local conditional covariance between the first two variables in the data matrix, on the grid specified to the clg-function.


[Package lg version 0.4.1 Index]