lpcde

The lpcde package provides R implementation of bandwidth selection, point estimation and inference procedures for local polynomial conditional distribution and density methods.

This work was supported by the National Science Foundation through grant SES-1947805 and SES-1947662, and by the National Institutes of Health through grant R01 GM072611-16.

Website

https://nppackages.github.io/lpcde

Queries and Requests

Please email: [email protected]

R Implementation

Install from source

Install the development version of the package by running

devtools::install_github('nppackages/lpcde/R/lpcde')

Install from CRAN

To install/update in R type:

install.packages('lpcde')

Major Updates

Details regarding package updates can be found in NEWS.md.

Additional Information

• Help: R Manual, CRAN repository.

• A simple replication file: R-script.

• Additional simulations using this package: Technical Paper replication script

References

Software and Implementation

• Cattaneo, Chandak, Jansson and Ma (2024): lpcde: Estimation and Inference for Local Polynomial Conditional Density Estimators.
  Working paper.

Technical and Methodological

• Cattaneo, Chandak, Jansson and Ma (2024): Boundary Adaptive Local Polynomial Conditional Density Estimators.
  Bernoulli 30(4): 3193-3223.
  Supplemental appendix.