lpcde: Estimation and Inference for Local Polynomial Conditional Density Estimators
lpcde:局部多项式条件密度估计与推断
This paper discusses the R package lpcde, which stands for local polynomial conditional density estimation. It implements the kernel-based local polynomial smoothing methods introduced in Cattaneo, Chandak, Jansson, Ma (2024) for statistical estimation and inference of conditional distributions, densities, and derivatives thereof. The package offers mean square error optimal bandwidth selection and associated point estimators, as well as uncertainty quantification based on…