smoothemplik: Smoothed Empirical Likelihood

Empirical likelihood methods for asymptotically efficient estimation of models based on conditional or unconditional moment restrictions; see Kitamura, Tripathi & Ahn (2004) <doi:10.1111/j.1468-0262.2004.00550.x> and Owen (2013) <doi:10.1002/cjs.11183>. Kernel-based non-parametric methods for density/regression estimation and numerical routines for empirical likelihood maximisation are implemented in 'Rcpp' for speed.

Package details

AuthorAndreï Victorovitch Kostyrka [aut, cre]
MaintainerAndreï Victorovitch Kostyrka <andrei.kostyrka@gmail.com>
LicenseEUPL
Version0.0.15
URL https://github.com/Fifis/smoothemplik
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("smoothemplik")

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smoothemplik documentation built on Aug. 22, 2025, 1:11 a.m.