fhat

Function for estimating the density function and its derivatives.

internal

Tools for estimation and inference of conditional densities, derivatives and functions. This is the companion software for Cattaneo, Chandak, Jansson and Ma (2024) <doi:10.3150/23-BEJ1711>.

Rajita Chandak

lpcde

Boundary Adaptive Local Polynomial Conditional Density Estimator

Michael Jansson

Xinwei Ma

fhat function

<dl><dt>x_data</dt>
<dd>Covariate dataset, vector or matrix.</dd>
<dt>y_data</dt>
<dd>Response variable dataset, vector.</dd>
<dt>x</dt>
<dd>Numeric vector or matrix, specifies the grid of evaluation points along x-direction.</dd>
<dt>y_grid</dt>
<dd>Numeric vector, specifies the grid of evaluation points along y-direction.</dd>
<dt>p</dt>
<dd>Polynomial order for y.</dd>
<dt>q</dt>
<dd>Polynomial order for covariates.</dd>
<dt>mu</dt>
<dd>Degree of derivative with respect to y.</dd>
<dt>nu</dt>
<dd>Degree of derivative with respect to x.</dd>
<dt>h</dt>
<dd>Numeric, bandwidth vector.</dd>
<dt>kernel_type</dt>
<dd>Kernel function choice.</dd></dl>

Arguments

Estimator construction — fhat

<dl>

<dt>x_data</dt>
<dd>Covariate dataset, vector or matrix.</dd>


<dt>y_data</dt>
<dd>Response variable dataset, vector.</dd>


<dt>x</dt>
<dd>Numeric vector or matrix, specifies the grid of evaluation points along x-direction.</dd>


<dt>y_grid</dt>
<dd>Numeric vector, specifies the grid of evaluation points along y-direction.</dd>


<dt>p</dt>
<dd>Polynomial order for y.</dd>


<dt>q</dt>
<dd>Polynomial order for covariates.</dd>


<dt>mu</dt>
<dd>Degree of derivative with respect to y.</dd>


<dt>nu</dt>
<dd>Degree of derivative with respect to x.</dd>


<dt>h</dt>
<dd>Numeric, bandwidth vector.</dd>


<dt>kernel_type</dt>
<dd>Kernel function choice.</dd>

</dl>

fhat: Estimator construction

Description

Usage

Value

Arguments