lpcde_fn: lpcde_fn: Conditional density estimator.

In lpcde: Boundary Adaptive Local Polynomial Conditional Density Estimator

lpcde_fn: Conditional density estimator.

Description

Function for estimating the density function and its derivatives.

Usage

lpcde_fn(
  y_data,
  x_data,
  y_grid,
  x,
  p,
  q,
  p_RBC,
  q_RBC,
  bw,
  mu,
  nu,
  cov_flag,
  kernel_type,
  rbc = FALSE
)

Arguments

y_data	Response variable dataset, vector.
x_data	Covariate dataset, vector or matrix.
y_grid	Numeric vector, specifies the grid of evaluation points along y-direction.
x	Numeric vector or matrix, specifies the grid of evaluation points along x-direction.
p	Polynomial order for y.
q	Polynomial order for covariates.
p_RBC	Nonnegative integer, specifies the order of the local polynomial for Y used to construct bias-corrected point estimates. (Default is p+1.)
q_RBC	Nonnegative integer, specifies the order of the local polynomial for X used to construct bias-corrected point estimates. (Default is q+1.)
bw	Numeric, bandwidth vector.
mu	Degree of derivative with respect to y.
nu	Degree of derivative with respect to x.
cov_flag	Flag for covariance estimation option.
kernel_type	Kernel function choice.
rbc	Boolean for whether to return RBC estimate and standard errors.

Value

Conditional density estimate at all grid points.

lpcde documentation built on April 3, 2025, 10:09 p.m.