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.


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install.packages("lpdensity")

0.2.2 by Xinwei Ma, 4 months ago


Browse source code at https://github.com/cran/lpdensity


Authors: Matias D. Cattaneo, Michael Jansson, Xinwei Ma


Documentation:   PDF Manual  


GPL-2 license


Imports ggplot2


Imported by rddensity.


See at CRAN