[R] [R-pkgs] Versions 0.50-1 of the np and npRmpi packages released - new features and deprecated options…

[Jeffrey Racine]

Dear useRs,

We are pleased to announce that versions 0.50-1 of the np package and its MPI-aware counterpart, the npRmpi package, are now available on CRAN:

http://cran.r-project.org/web/packages/np/index.html
http://cran.r-project.org/web/packages/npRmpi/index.html

In these versions we add new functionality:

- new methods for multivariate mixed-data bandwidth selection for unconditional and conditional CDF bandwidth selection (`npudistbw' and `npcdistbw') using Li, Lin, and Racine (2013) and Li and Racine (2013)
- a new function for multivariate mixed-data copula and copula density functions (`npcopula') that exploits Li and Racine (2013)

Deprecated:

With these new methods we have deprecated the use of `cdf=TRUE' for density and conditional bandwidth objects (i.e. those generated with `npudensbw' and `npcdensbw') and decoupled this functionality into `npudensbw'/`npudistbw' and `npcdensbw'/`npcdistbw' (previously bandwidths optimal for PDFs were used for CDFs given the lack of methods for mixed-data CDF bandwidth selection).

Bug fixes:

In addition we have corrected a number of bugs reported by users (see the CHANGELOG below)

http://cran.r-project.org/web/packages/np/ChangeLog

References:

Li, Q. and J. Lin and J.S. Racine (2013), “Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions”, Journal of Business and Economic Statistics, 31, 57-65.

Li, H. and J.S. Racine (2013), “Cross-validated estimation of cumulative distribution functions with categorical and continuous data,” manuscript.

Kindly see my webpage below for further information and the `Gallery of Code' for a variety of illustrative examples.

-- Jeff & Tristen (co-authors of np/npRmpi)

Professor J. S. Racine         Phone:  (905) 525 9140 x 23825
Department of Economics        FAX:    (905) 521-8232
McMaster University            e-mail: racinej at mcmaster.ca
1280 Main St. W.,Hamilton,     URL: www.economics.mcmaster.ca/racine
Ontario, Canada. L8S 4M4

`The generation of random numbers is too important to be left to chance'

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