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Package CondUStat

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.