Local Polynomial Density Estimation and Inference

Implements local polynomial distribution and density methods for point estimation, inference and bandwidth selection, documented in Cattaneo, Jansson and Ma (2020) , Cattaneo, Jansson and Ma (2022) , and Cattaneo, Jansson and Ma (2024) . lpdensity() constructs local polynomial distribution and density estimators with robust bias-corrected inference, and lpbwdensity() implements data-driven bandwidth selection.