The np Package - NexTag Supports Open Source Initiatives

66 npplotAuthor(s)Tristen Hayfield 〈hayfield@phys.ethz.ch〉, Jeffrey S. Racine 〈racinej@mcmaster.ca〉ReferencesAitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,”Biometrika, 63, 413-420.Hall, P. and J.S. Racine and Q. Li (2004), “Cross-validation and the estimation of conditional probabilitydensities,” Journal of the American Statistical Association, 99, 1015-1026.Kunsch, H.R. (1989), “The jackknife and the bootstrap for general stationary observations,” TheAnnals of Statistics, 17, 1217-1241.Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton UniversityPress.Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.Politis, D.N. and J.P Romano (1994), “The stationary bootstrap,” Journal of the American StatisticalAssociation, 89, 1303-1313.Scott, D.W. (1992), Multivariate Density Estimation. Theory, Practice and Visualization, NewYork: Wiley.Silverman, B.W. (1986), Density Estimation, London: Chapman and Hall.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.Examples## Not run:# EXAMPLE 1: For this example, we load Giovanni Baiocchi's Italian GDP# panel (see Italy for details), then create a data frame in which year# is an ordered factor, GDP is continuous, compute bandwidths using# likelihood cross-validation, then create a grid of data on which the# density will be evaluated for plotting purposesdata("Italy")attach(Italy)data