Internal Function: Variance-Covariance Matrix Based on Local Mean Estimator

This function calculates the variance-covariance matrix using the local mean estimator.

localmean_cov(zmat, weight_1st)

Arguments

zmat: Matrix of weighted response values or weighted residual values for the sample points.
weight_1st: List from the local mean weight function containing two elements: a matrix named ij composed of the index values of neighboring points and a vector named gwt composed of weights.

The local mean estimator of the variance-covariance matrix.