lpirfs provides functions to estimate and plot linear as well as nonlinear impulse responses based on local projections by Jord<U+00E0> (2005) <doi:10.1257/0002828053828518>. Nonlinear impulse responses are estimated for two regimes via a smooth transition function as applied in Auerbach and Gorodnichenko (2012) <doi:10.1257/pol.4.2.1>.