IVCLLQ {IVCor} | R Documentation |
Integrated Variance Correlation with Local Linear Estimation
Description
This function is used to calculate the integrated variance correlation between two random variables with local linear estimation
Usage
IVCLLQ(y, x, K)
Arguments
y |
is a numeric vector |
x |
is a numeric vector |
K |
is the number of quantile levels |
Value
The value of the corresponding sample statistic
Examples
n=100
x=rnorm(n)
y=exp(x)+rnorm(n)
IVCLLQ(y,x,K=4)
[Package IVCor version 0.1.0 Index]