lpdensity_fn: Supporting Function for 'lpdensity'

In lpdensity: Local Polynomial Density Estimation and Inference

Supporting Function for lpdensity

Description

lpdensity_fn implements the local polynomial density estimator. This function is for internal use, and there is no error handling or robustness check.

Usage

lpdensity_fn(
  data,
  grid,
  bw,
  p,
  q,
  v,
  kernel,
  Cweights,
  Pweights,
  massPoints,
  showSE = TRUE
)

Arguments

data	Numeric vector or one dimensional matrix/data frame, the raw data.
grid	Numeric vector or one dimensional matrix/data frame, the grid on which density is estimated.
bw	Numeric vector or one dimensional matrix/data frame, the bandwidth used for estimation. Should be strictly positive, and have the same length as grid.
p	Integer, nonnegative, the order of the local-polynomial used to construct point estimates.
q	Integer, nonnegative, the order of the local-polynomial used to construct confidence interval (a.k.a. the bias correction order).
v	Integer, nonnegative, the derivative of distribution function to be estimated. 0 for the distribution function, 1 (default) for the density funtion, etc.
kernel,	String, the kernel function, should be one of "triangular", "uniform" or "epanechnikov".
Cweights	Numeric vector or one dimensional matrix/data frame, the weights used for counterfactual distribution construction. Should have the same length as sample size.
Pweights	Numeric vector or one dimensional matrix/data frame, the weights used in sampling. Should have the same length as sample size, and nonnegative.
massPoints	Boolean, whether whether point estimates and standard errors should be corrected if there are mass points in the data.
showSE	TRUE (default) or FALSE, whether standard errors should be computed.

Details

Recommend: use lpdensity.

Value

grid	grid points.
bw	bandwidth for each grid point.
nh	Effective sample size for each grid point.
f_p	Density estimates on the grid with local polynomial of order p, with the same length as grid.
f_q	Density estimates on the grid with local polynomial of order q, with the same length as grid. This is reported only if q is greater than 0.
se_p	Standard errors corresponding to hat_p.
se_q	Standard errors corresponding to hat_q. This is reported only if q is greater than 0.

lpdensity documentation built on Jan. 22, 2023, 1:39 a.m.