Learn R Programming

⚠️There's a newer version (0.1.6) of this package.Take me there.

LPCDE

The lpcde package provides R implementation for bandwidth selection, point estimation and inference for local polynomial conditional distribution and density methods.

This work was supported by National Science Foundation through grant SES-1947662 and the National Institute of Health through grant R01 GM072611-16.

Website

https://nppackages.github.io/lpcde

R Implementation

To install/update in R type:

install.packages('lpcde')

Software and Implementation

Cattaneo, Chandak, Jansson and Ma (2022):

[lpcde: Local Polynomial Conditional Density Estimation and Inference] R Journal, forthcoming.

Technical and Methodological

Cattaneo, Chandak, Jansson and Ma (2022):

[Boundary Adaptive Local Polynomial Conditional Density Estimators] forthcoming.

Copy Link

Version

Install

install.packages('lpcde')

Monthly Downloads

343

Version

0.1.4

License

GPL-2

Maintainer

Rajita Chandak

Last Published

April 10th, 2024

Functions in lpcde (0.1.4)

Plot method for local polynomial density conditional estimation

Polynomial order vector

Summary method for local polynomial density conditional estimation

Variance-Covariance

Internal function.

Local polynomial conditional density estimation

lpcde_fn: Conditional density estimator.

Polynomial basis vector expansion

summary.lpbwcde

Summary method for local polynomial conditional density bandwidth selection

All Sums in C++ (Internal Function)

Coef method for local polynomial density conditional estimation

Print method for local polynomial conditional density bandwidth selection

Print method for local polynomial conditional density estimation

IROT Bandwidth selection

Unit basis vector

Data-driven bandwidth selection for local polynomial conditional density estimators

Coef method for local polynomial density bandwidth selection

Confint method for local polynomial density conditional estimation

S matrix Internal Function Generate Matrix

Sx Matrix (Internal Function)

T_y matrix (Internal Function)

ROT Bandwidth selection

c_x vector (Internal Function)

T_x matrix (Internal Function)

C matrix Internal Function

cov_hat: covariance estimator

Matrix invertibility check

T matrix Internal Function Generate Matrix

Kernel Evaluation function (Internal Function)

Estimator construction

Lp integral (Internal Function)