Skip to contents

Main Estimation Functions

Core functions for density and regression estimation

biasBound_density()
Bias bound approach for density estimation
biasBound_condExpectation()
Bias bound approach for conditional expectation estimation

Bandwidth Selection

Functions for selecting optimal bandwidths

select_bandwidth()
Select Optimal Bandwidth
cv_bandwidth()
Cross-Validation for Bandwidth Selection
silverman_bandwidth()
Silverman's Rule of Thumb for Bandwidth Selection

S3 Methods for Density Objects

Methods for working with bbnp_density objects

print(<bbnp_density>)
Print Method for bbnp_density Objects
summary(<bbnp_density>)
Summary Method for bbnp_density Objects
plot(<bbnp_density>)
Plot Method for bbnp_density Objects
coef(<bbnp_density>)
Extract Coefficients from bbnp_density Object
confint(<bbnp_density>)
Extract Confidence Intervals from bbnp_density Object

S3 Methods for Regression Objects

Methods for working with bbnp_regression objects

print(<bbnp_regression>)
Print Method for bbnp_regression Objects
summary(<bbnp_regression>)
Summary Method for bbnp_regression Objects
plot(<bbnp_regression>)
Plot Method for bbnp_regression Objects
coef(<bbnp_regression>)
Extract Coefficients from bbnp_regression Object
confint(<bbnp_regression>)
Extract Confidence Intervals from bbnp_regression Object
fitted(<bbnp_regression>)
Extract Fitted Values from bbnp_regression Object

Utilities

Helper functions and configuration

gen_sample_data()
Generate Sample Data
create_kernel_functions()
Create kernel functions based on configuration
create_biasBound_config()
Create a configuration object for bias bound estimations
plot_ft()
Plot the Fourier Transform (Deprecated)

Data

Sample datasets

sample_data
Sample Data

Internal Functions

Internal helper functions (not for general use)

get_avg_f1x()
Kernel point estimation
get_avg_fyx()
Kernel point estimation
get_avg_phi()
Compute Sample Average of Fourier Transform Magnitude
get_avg_phi_log()
Compute log sample average of fourier transform and get mod
get_conditional_var()
get the conditional variance of Y on X for given x
get_est_B()
get the estimation of B
get_est_b1x()
Estimation of bias b1x
get_est_byx()
Estimation of bias byx
get_est_vy()
get the estimation of Vy
get_sigma()
Estimation of sigma
get_sigma_yx()
Estimation of sigma_yx
get_xi_interval()
get xi interval
epanechnikov_kernel()
Epanechnikov Kernel
epanechnikov_kernel_ft()
Fourier Transform Epanechnikov Kernel
normal_kernel()
Normal Kernel Function
normal_kernel_ft()
Fourier Transform of Normal Kernel
W_kernel()
Define the inverse Fourier transform function of W
W_kernel_ft()
Define the Fourier transform of a infinite kernel proposed in Schennach 2004
print(<summary.bbnp_density>)
Print Method for summary.bbnp_density Objects
print(<summary.bbnp_regression>)
Print Method for summary.bbnp_regression Objects
fun_approx()
Approximation Function for Intensive Calculations
kernel_reg()
Kernel Regression function
true_density_2fold()
True density of 2-fold uniform distribution
rpoly01()
Generate n samples from the distribution
sinc()
Infinite Kernel Function
sinc_ft()
Define the closed form FT of the infinite order kernel sin(x)/(pi*x)