Estimates the conditional density function for one free variable on a grid. Returns a function that interpolates between these grid points so that it can be evaluated more quickly, without new optimizations.
interpolate_conditional_density(lg_object, condition, nodes,
extend = 0.3,
gaussian_scale = lg_object$transform_to_marginal_normality)An object of type lg, as produced by the
lg_main-function
A vector with conditions for the variables that we condition upon. Must have exactly one more element than there are columns in the data
Either the number of equidistant nodes to generate, or a vector of nodes supplied by the user
How far to extend the grid beyond the extreme data points, in share of the range
Stay on the standard Gaussian scale, useful for the accept-reject algorithm