Man pages for qdfauction
Nonparametric Quantile Density Estimation and Structural Analysis of First-Price Auctions
| bcv_criterion | Cross-validation criteria for quantile density estimators |
| bid_icc | Between-auction share of residual bid variance |
| block_length_auto | Automatic block length for the auction bootstrap |
| copula_fit | Pseudo-maximum-likelihood estimation of an Archimedean copula... |
| copula_psi | Copula multiplier and diagonal functions of exchangeable... |
| copula_psi_np | Nonparametric estimator of the copula multiplier |
| copula_spec_test | Specification test for a parametric copula of the private... |
| copula_tau_to_theta | Convert between Kendall's tau and the copula parameter |
| density_marmer_shneyerov | Quantile-based density estimator of Marmer and Shneyerov... |
| dwt_periodic | Periodic discrete wavelet transform |
| fpa_bid_function | Equilibrium bid function of a symmetric first-price auction |
| fpa_block_boot | Block bootstrap of a statistic of the recovered values |
| fpa_corner_test | Test for a corner solution of the optimal reserve under... |
| fpa_density | Nonparametric estimation of the private-value density in... |
| fpa_density_boot | Bootstrap confidence intervals and bands for any... |
| fpa_density_ci | Confidence intervals and uniform confidence bands for the... |
| fpa_density_cv | Compare density estimators by held-out log-likelihood |
| fpa_evaluate_values | Evaluate recovered values or an estimated density against the... |
| fpa_montecarlo | Monte Carlo comparison of estimators |
| fpa_optimal_reserve | Optimal reserve price from recovered private values |
| fpa_revenue | Plug-in estimator of the seller's expected revenue |
| fpa_revenue_boot | Bootstrap inference for the expected-revenue estimator |
| fpa_revenue_model | Expected revenue and optimal reserve price of a known model |
| fpa_revenue_qd | Expected revenue and optimal reserve by the quantile-density... |
| fpa_simulate | Simulate first-price sealed-bid auctions |
| fpa_ugrid | Quantile grid used for the equilibrium computations |
| fpa_values | Recover private values from first-price auction bids |
| fpa_virtual_value_model | Affiliated virtual value |
| kde_hh | Boundary-corrected kernel density estimator of Hickman and... |
| loclin_smooth | Local-linear smoother with Gaussian kernel |
| make_kernel | Construct and check a kernel for the kernel-type estimators |
| phi_jk | Evaluate scaling functions phi_{j,k}(z) = 2^{j/2}phi(2^j z -... |
| plot.fpa_density | Plot an estimated private-value density |
| plot.fpa_density_ci | Plot a GPV density estimate with confidence bands |
| plot.fpa_revenue_boot | Plot a revenue curve with bootstrap bands |
| plot.fpa_values | Plot recovered private values against bids |
| plot.qdf | Plot a quantile density estimate |
| predict.qdf | Predict from a fitted quantile density estimate |
| proc_check_winning_bid | Winning-bid check for the dependence specification |
| proc_cost | Expected procurement cost with a price ceiling |
| proc_cost_boot | Bootstrap standard errors for expected procurement cost |
| proc_M | Reflection constant for procurement bids |
| proc_optimal_ceiling | Optimal price ceiling for a procurement auction |
| proc_simulate | Simulate equilibrium procurement bids |
| proc_values | Recover private costs from procurement (lowest-bid-wins)... |
| psi_jk | Mother wavelet and periodised wavelet basis on the unit... |
| qdf | Nonparametric estimation of a quantile density function |
| qdf_jones | Indirect estimators of the quantile density |
| qdf_kernel | Direct kernel estimators of the quantile density |
| qdf_poisson | Series estimators of the quantile density |
| qdf_wavelet | Wavelet estimators of the quantile density |
| qdf_wavelet_nl | Nonlinear wavelet estimators of the quantile density with... |
| quantile_indirect_poisson | Smoothed quantile function implied by the indirect Poisson... |
| rcopula_archimedean | Simulate exchangeable Archimedean copula scores |
| resample_blocks | Circular moving-block resample of auction indices |
| scaling_function | Tabulate the scaling function by the Daubechies-Lagarias... |
| select_bandwidth | Select the smoothing parameter of a quantile density... |
| select_fpa_density | Cross-validated choice of the wavelet resolution level and... |
| select_wavelet | Cross-validated choice of (j0, h) for the wavelet estimator |
| threshold_coefficients | Threshold wavelet coefficients |
| timber | USFS timber sealed-bid auctions (homogenised bids) |
| wavelet_filter | Orthonormal wavelet filters |
