lc_cov_1d_est {stfit} | R Documentation |
Local constant covariance estimation
Description
Local constant covariance estimation
Usage
lc_cov_1d_est(ids, time, resid, W, tt)
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 |
tt |
time vector |
[Package stfit version 0.99.9 Index]