normal_dgps

Calculates density and higher order derivatives for Gaussian models.

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

normal_dgps function

<dl><dt>x</dt>
<dd>Scalar, point of evaluation.</dd>
<dt>v</dt>
<dd>Nonnegative integer, the derivative order (0 indicates cdf, 1 indicates pdf, etc.).</dd>
<dt>mean</dt>
<dd>Scalar, the mean of the normal distribution.</dd>
<dt>sd</dt>
<dd>Strictly positive scalar, the standard deviation of the normal distribution.</dd></dl>

Arguments

Internal function. — normal_dgps

<dl>

<dt>x</dt>
<dd>Scalar, point of evaluation.</dd>


<dt>v</dt>
<dd>Nonnegative integer, the derivative order (0 indicates cdf, 1 indicates pdf, etc.).</dd>


<dt>mean</dt>
<dd>Scalar, the mean of the normal distribution.</dd>


<dt>sd</dt>
<dd>Strictly positive scalar, the standard deviation of the normal distribution.</dd>

</dl>

normal_dgps: Internal function.

Description

Usage

Arguments