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 (matias.d.cattaneo@gmail.com)
Rajita Chandak (rajita.chandak@gmail.com)
Michael Jansson (michael.jansson.berkeley@gmail.com)
Xinwei Ma (xinweima.pku@gmail.com)
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.
Metadata
Release files for lpdensity 3.0.0
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| File | Size | Uploaded | Provenance | Actions |
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| lpdensity-3.0.0-py3-none-any.whl | Python 3 | none | any | Details for lpdensity-3.0.0-py3-none-any.whl |
Total release size: 38.0 kB
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