get_conditional_var {rbbnp}

get the conditional variance of Y on X for given x

Description

get the conditional variance of Y on X for given x

Usage

get_conditional_var(X, Y, x, h, kernel_func)

Arguments

X

A numerical vector representing the sample data of variable X.

Y

A numerical vector representing the sample data of variable Y.

x

The specific point at which the conditional variance is to be calculated.

h

A bandwidth parameter used in the kernel function for smoothing.

kernel_func

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

Value

Returns a scalar representing the estimated conditional variance of Y given X at the point x.