lpdensity: Local Polynomial Density Estimation and Inference

Without imposing stringent distributional assumptions or shape restrictions, nonparametric density estimation has been popular in economics and other social sciences for counterfactual analysis, program evaluation, and policy recommendations. This package implements a novel density estimator based on local polynomial regression, documented in Cattaneo, Jansson and Ma (2017a): lpdensity() to construct local polynomial based density (and derivatives) estimator; lpbwdensity() to perform data-driven bandwidth selection; and lpdensity.plot() for density plot with robust confidence interval.

Version: 0.2
Depends: R (≥ 3.1)
Imports: ggplot2
Published: 2017-04-14
Author: Matias D. Cattaneo, Michael Jansson, Xinwei Ma
Maintainer: Xinwei Ma <xinweima at umich.edu>
License: GPL-2
NeedsCompilation: no
CRAN checks: lpdensity results

Downloads:

Reference manual: lpdensity.pdf
Package source: lpdensity_0.2.tar.gz
Windows binaries: r-devel: lpdensity_0.2.zip, r-release: lpdensity_0.2.zip, r-oldrel: lpdensity_0.2.zip
OS X El Capitan binaries: r-release: lpdensity_0.2.tgz
OS X Mavericks binaries: r-oldrel: lpdensity_0.2.tgz
Old sources: lpdensity archive

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