Main functions
-
cond.mean
: estimation of a conditional mean by kernel smoothing. -
cond.var
: estimation of a conditional variance by kernel smoothing. -
cond.skewness
: estimation of a conditional skewness by kernel smoothing. -
cond.kurtosis
: estimation of a conditional kurtosis by kernel smoothing. -
cond.cov
: estimation of the conditional covariance matrix by kernel smoothing.
Other functions
cond.UStat.univ
: estimation of a (general) univariate conditional U-statistic by kernel smoothing.