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, SES-1947662, and SES-2241575, and by the National Institutes of Health through grant R01 GM072611-16.

Queries and Requests

Please email: lpcde@googlegroups.com

R Implementation

To install/update in R type:

install.packages('lpcde')

• Help: R Manual, CRAN repository.

• Replication: R-script.

Repository

For source code and related files, visit lpcde repository.

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.