[R-pkgs] Package np version 0.20-0 released to CRAN
Jeffrey S. Racine
racinej at mcmaster.ca
Fri Jul 25 16:41:03 CEST 2008
Dear R users,
An updated version of the np package has recently been uploaded to CRAN
(version 0.20-0). Version 0.20-0 is documented in
Tristen Hayfield and Jeffrey S. Racine (2008). Nonparametric
Econometrics: The np Package. Journal of Statistical Software 27(5). URL
and also in a vignette (vignette("np",package="np")). There is also a
FAQ located in the package browse directory (np_faq.pdf, also available
A much more thorough treatment of the subject matter can be found in Li,
Q. and J. S. Racine (2007), Nonparametric Econometrics: Theory and
Practice, Princeton University Press, ISBN: 0691121613 (768 Pages) for
those who might be interested
Information on the np package:
This package provides a variety of nonparametric (and semiparametric)
kernel methods that seamlessly handle a mix of continuous, unordered,
and ordered factor datatypes. We would like to gratefully acknowledge
support from the Natural Sciences and Engineering Research Council of
Canada (NSERC:www.nserc.ca), the Social Sciences and Humanities Research
Council of Canada (SSHRC:www.sshrc.ca), and the Shared Hierarchical
Academic Research Computing Network (SHARCNET:www.sharcnet.ca).
Changes from 0.14-3 to 0.20-0
* npksum now supports an expanded set of kernels (including
convolution, derivative and integral), which can be selected
via the 'operator' argument.
* automatic bandwidth searches are now performed when attempting to
evaluate on data without bandwidths.
* npsigtest interface brought in line with other functions.
* significance tests can now be performed on npreg outputs.
* added a vignette and faq.
* summary on npconmode now properly retrieves names from bandwidth
* fixed the 6th and 8th order epanechnikov kernels.
* fixed some quietness issues.
* npplot now returns data upon request for conditional densities.
* npreg and npcdens now take the appropriate limits in some
We are grateful to John Fox, Achim Zeilies, Roger Koenker, and numerous
users for their valuable feedback which resulted in an improved version
of the package.
-- Jeffrey Racine & Tristen Hayfield.
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:
Ontario, Canada. L8S 4M4
`The generation of random numbers is too important to be left to chance'
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