vcov.lpdensity {lpdensity}

Vcov Method for Local Polynomial Density Estimation and Inference

Description

The vcov method for local polynomial density objects.

Usage

## S3 method for class 'lpdensity'
vcov(object, ...)

Arguments

object

Class "lpdensity" object, obtained by calling lpdensity.

...

Additional options.

Value

stdErr

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

CovMat_p

The variance-covariance matrix corresponding to f_p.

CovMat_q

The variance-covariance matrix corresponding to f_q.

Author(s)

Matias D. Cattaneo, Princeton University. [e-mail].

Michael Jansson, University of California Berkeley. [e-mail].

Xinwei Ma (maintainer), University of California San Diego. [e-mail].

See Also

lpdensity for local polynomial density estimation.

Supported methods: coef.lpdensity, confint.lpdensity, plot.lpdensity, print.lpdensity, summary.lpdensity, vcov.lpdensity.

Examples

# Generate a random sample
set.seed(42); X <- rnorm(2000)

# Estimate density and report results
vcov(lpdensity(data = X, bwselect = "imse-dpi"))