Learn R Programming

lpcde (version 0.1.6)

summary.lpcde: Summary method for local polynomial density conditional estimation

Description

The summary method for local polynomial conditional density objects.

Usage

# S3 method for lpcde
summary(object, ...)

Value

Display output

A list of specified options and a matrix of grid points and estimates.

Arguments

object

Class "lpcde" object, obtained from calling lpcde.

...

Additional options, including (i)y_grid specifies a subset of grid points in y- directions to display results; (ii) gridIndex specifies the indices of grid points to display results; (iii) alpha specifies the significance level; (iv) CIuniform specifies whether displaying pointwise confidence intervals (FALSE, default) or the uniform confidence band (TRUE); (v) CIsimul specifies the number of simulations used to construct critical values (default is 2000).

Author

Matias D. Cattaneo, Princeton University. cattaneo@princeton.edu.

Rajita Chandak (maintainer), Princeton University. rchandak@princeton.edu

Michael Jansson, University of California Berkeley. mjansson@econ.berkeley.edu.

Xinwei Ma, University of California San Diego. x1ma@ucsd.edu.

See Also

lpcde for local polynomial conditional density estimation. Supported methods: coef.lpcde, confint.lpcde, plot.lpcde, print.lpcde, summary.lpcde, vcov.lpcde

Examples

Run this code
n <- 100
x_data <- as.matrix(rnorm(n, mean = 0, sd = 1))
y_data <- as.matrix(rnorm(n, mean = 0, sd = 1))
y_grid <- stats::quantile(y_data, seq(from = 0.1, to = 0.9, by = 0.1))
# density estimation
model1 <- lpcde::lpcde(x_data = x_data, y_data = y_data, y_grid = y_grid, x = 0, bw = 0.5)
summary(model1)

Run the code above in your browser using DataLab