The lpdensity package provides Python, R and Stata implementations of bandwidth selection, point estimation and inference procedures for local polynomial distribution and density methods.
This work was supported by the National Science Foundation through grant SES-1459931, SES-1459967, SES-1947805 and SES-1947662.
Please email: [email protected]
To install/update in Python type:
pip install lpdensity
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Help: Python Manual, PyPi repository.
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Replication: py-script.
To install/update in R type:
install.packages('lpdensity')
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Help: R Manual, CRAN repository.
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Replication: R-script.
To install/update in Stata type:
net install lpdensity, from(https://raw.githubusercontent.com/nppackages/lpdensity/master/stata) replace
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Help: lpdensity, lpbwdensity.
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Replication: do-file.
- Cattaneo, Jansson and Ma (2022): lpdensity: Local Polynomial Density Estimation and Inference.
Journal of Statistical Software 101(2): 1-25.
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Cattaneo, Jansson and Ma (2020): Simple Local Polynomial Density Estimators.
Journal of the American Statistical Association 115(531): 1449-1455.
Supplemental appendix. -
Cattaneo, Jansson and Ma (2022): Local Regression Distribution Estimators.
Journal of Econometrics, forthcoming.
Supplemental Appendix.