np0.60-17 package

Nonparametric Kernel Smoothing Methods for Mixed Data Types

b.star

Compute Optimal Block Length for Stationary and Circular Bootstrap

data-cps71

Canadian High School Graduate Earnings

data-Engel95

1995 British Family Expenditure Survey

data-italy

Italian GDP Panel

data-oecd

Cross Country Growth Panel

data-wage1

Cross-Sectional Data on Wages

gradients

Extract Gradients

np-package

Nonparametric Kernel Smoothing Methods for Mixed Data Types

np.cmstest

Kernel Consistent Model Specification Test with Mixed Data Types

np.condensity.bw

Kernel Conditional Density Bandwidth Selection with Mixed Data Types

np.condensity

Kernel Conditional Density Estimation with Mixed Data Types

np.condistribution.bw

Kernel Conditional Distribution Bandwidth Selection with Mixed Data Ty...

np.condistribution

Kernel Conditional Distribution Estimation with Mixed Data Types

np.conmode

Kernel Modal Regression with Mixed Data Types

np.copula

Kernel Copula Estimation with Mixed Data Types

np.deneqtest

Kernel Consistent Density Equality Test with Mixed Data Types

np.density.bw

Kernel Density Bandwidth Selection with Mixed Data Types

np.density

Kernel Density Estimation with Mixed Data Types

np.deptest

Kernel Consistent Pairwise Nonlinear Dependence Test for Univariate Pr...

np.distribution.bw

Kernel Distribution Bandwidth Selection with Mixed Data Types

np.distribution

Kernel Distribution Estimation with Mixed Data Types

np.kernelsum

Kernel Sums with Mixed Data Types

np.plot

General Purpose Plotting of Nonparametric Objects

np.plregression.bw

Partially Linear Kernel Regression Bandwidth Selection with Mixed Data...

np.plregression

Partially Linear Kernel Regression with Mixed Data Types

np.qcmstest

Kernel Consistent Quantile Regression Model Specification Test with Mi...

np.qregression

Kernel Quantile Regression with Mixed Data Types

np.quantile

Kernel Univariate Quantile Estimation

np.regression.bw

Kernel Regression Bandwidth Selection with Mixed Data Types

np.regression

Kernel Regression with Mixed Data Types

np.regressioniv

Nonparametric Instrumental Regression

np.regressionivderiv

Nonparametric Instrumental Derivatives

np.sdeptest

Kernel Consistent Serial Dependence Test for Univariate Nonlinear Proc...

np.sigtest

Kernel Regression Significance Test with Mixed Data Types

np.singleindex.bw

Semiparametric Single Index Model Parameter and Bandwidth Selection

np.singleindex

Semiparametric Single Index Model

np.smoothcoef.bw

Smooth Coefficient Kernel Regression Bandwidth Selection

np.smoothcoef

Smooth Coefficient Kernel Regression

np.symtest

Kernel Consistent Density Asymmetry Test with Mixed Data Types

np.unitest

Kernel Consistent Univariate Density Equality Test with Mixed Data Typ...

npseed

Set Random Seed

nptgauss

Truncated Second-order Gaussian Kernels

npuniden.boundary

Kernel Bounded Univariate Density Estimation Via Boundary Kernel Funct...

npuniden.reflect

Kernel Bounded Univariate Density Estimation Via Data-Reflection

npuniden.sc

Kernel Shape Constrained Bounded Univariate Density Estimation

se

Extract Standard Errors

uocquantile

Compute Quantiles

Nonparametric (and semiparametric) kernel methods that seamlessly handle a mix of continuous, unordered, and ordered factor data types. We would like to gratefully acknowledge support from the Natural Sciences and Engineering Research Council of Canada (NSERC, <https://www.nserc-crsng.gc.ca/>), the Social Sciences and Humanities Research Council of Canada (SSHRC, <https://www.sshrc-crsh.gc.ca/>), and the Shared Hierarchical Academic Research Computing Network (SHARCNET, <https://sharcnet.ca/>). We would also like to acknowledge the contributions of the GNU GSL authors. In particular, we adapt the GNU GSL B-spline routine gsl_bspline.c adding automated support for quantile knots (in addition to uniform knots), providing missing functionality for derivatives, and for extending the splines beyond their endpoints.

  • Maintainer: Jeffrey S. Racine
  • License: GPL
  • Last published: 2023-03-13