nprobust - Kernel Density and Local Polynomial Regression Methods
Estimation, inference, bandwidth selection, and graphical
procedures for kernel density and local polynomial regression
methods, including robust bias-corrected confidence intervals
as described in Calonico, Cattaneo and Farrell (2018,
<doi:10.1080/01621459.2017.1285776>). The package includes
'lprobust()' for local polynomial point estimation and robust
bias-corrected inference, 'lpbwselect()' for local polynomial
bandwidth selection, 'kdrobust()' for kernel density point
estimation and robust bias-corrected inference, 'kdbwselect()'
for kernel density bandwidth selection, and 'nprobust.plot()'
for plotting results. The main methodological and numerical
features are described in Calonico, Cattaneo and Farrell (2019,
<doi:10.18637/jss.v091.i08>).