lpdensity: Local Polynomial Density Estimation and Inference

Without imposing stringent distributional assumptions or shape restrictions, nonparametric estimation has been popular in economics and other social sciences for counterfactual analysis, program evaluation, and policy recommendations. This package implements a novel density (and derivatives) estimator based on local polynomial regressions, documented in Cattaneo, Jansson and Ma (2022) <doi:10.18637/jss.v101.i02>: lpdensity() to construct local polynomial based density (and derivatives) estimator, and lpbwdensity() to perform data-driven bandwidth selection.

Version: 2.3.1
Depends: R (≥ 3.1)
Imports: ggplot2, MASS
Published: 2022-05-03
Author: Matias D. Cattaneo, Michael Jansson, Xinwei Ma
Maintainer: Xinwei Ma <x1ma at ucsd.edu>
License: GPL-2
NeedsCompilation: no
Citation: lpdensity citation info
CRAN checks: lpdensity results

Documentation:

Reference manual: lpdensity.pdf

Downloads:

Package source: lpdensity_2.3.1.tar.gz
Windows binaries: r-devel: lpdensity_2.3.1.zip, r-release: lpdensity_2.3.1.zip, r-oldrel: lpdensity_2.3.1.zip
macOS binaries: r-release (arm64): lpdensity_2.3.1.tgz, r-oldrel (arm64): lpdensity_2.3.1.tgz, r-release (x86_64): lpdensity_2.3.1.tgz, r-oldrel (x86_64): lpdensity_2.3.1.tgz
Old sources: lpdensity archive

Reverse dependencies:

Reverse imports: rddensity, regweight

Linking:

Please use the canonical form https://CRAN.R-project.org/package=lpdensity to link to this page.