lpdensity 3.0.0

Implements local polynomial distribution and density estimation with robust bias-corrected inference.

LPDENSITY

The lpdensity package provides tools for local polynomial distribution and density estimation, bandwidth selection, robust bias-corrected inference, and graphical procedures.

• lpdensity: implements local polynomial distribution and density estimation with pointwise and uniform inference.
• lpbwdensity: implements data-driven bandwidth selectors for local polynomial distribution and density estimation.

See Cattaneo, Jansson and Ma (2020, 2022, 2024) for references.

Website: https://nppackages.github.io/.

Source code: https://github.com/nppackages/lpdensity.

Authors

Matias D. Cattaneo, maintainer ([e-mail])

Rajita Chandak ([e-mail])

Michael Jansson ([e-mail])

Xinwei Ma ([e-mail])

Installation

To install/update use pip

pip install lpdensity

Usage

from lpdensity import lpdensity, lpbwdensity

• Replication: lpdensity illustration.

Dependencies

• numpy
• pandas
• scipy
• sympy
• plotnine

References

For overviews and introductions, see NP Packages website.

Software and Implementation

• Cattaneo, Jansson and Ma (2022): lpdensity: Local Polynomial Density Estimation and Inference.
  Journal of Statistical Software 101(2): 1-25.

Technical and Methodological

• Cattaneo, Jansson and Ma (2020): Simple Local Polynomial Density Estimators.
  Journal of the American Statistical Association 115(531): 1449-1455.
  Supplemental appendix.

• Cattaneo, Jansson and Ma (2024): Local Regression Distribution Estimators.
  Journal of Econometrics 240(2): 105074.
  Supplemental Appendix.