ecdf_density: Estimate density at a point using finite differences

In sccic: Synthetic Control Changes-in-Changes Estimator

Estimate density at a point using finite differences

Description

Uses the approach from Athey and Imbens (2006), Section 5.

Usage

ecdf_density(ec, y, bandwidth = NULL)

Arguments

ec	An ecdf object from make_ecdf.
y	The point at which to evaluate the density.
bandwidth	Bandwidth for finite differences. Default uses n^{-1/3} as recommended in Athey and Imbens (2006).

Value

Estimated density f(y).

sccic documentation built on April 10, 2026, 5:07 p.m.