lc_cov_1d {stfit}

Local constant covariance estimation

Description

Local constant covariance estimation

Usage

lc_cov_1d(ids, time, resid, W, t1, t2)

Arguments

ids

a vector indicating subject/group ids

time

integer vector of observed time points, the minimum time unit is 1

resid

vector of residual values used for covariance calculation

W

weight vector, it contains both kernel and bandwidth information in general local polynomial estimation setting up

t1

time point 1

t2

time point 2