Wrapper for the clg function that extracts the local Gaussian conditional
covariance between two variables from an object that is produced by the clg-function.
local_conditional_covariance(clg_object, coord = c(1, 2))The object produced by the clg-function
The variables for which the conditional covariance should be extracted
This function is a wrapper for the clag-function, and extracts the estimated local conditional covariance between the first two variables in the data matrix, on the grid specified to the clg-function.