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SCDENSITY: Stata module to perform univariate self-consistent density estimation

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Author Info

  • Joerg Luedicke

    ()
    (University of Florida)

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    Abstract

    scdensity is an implementation of the self-consistent density estimator as described in Bernacchia & Pigolotti (JRSS B, 2011). The self-consistent method is a non-parametric way to estimate a density from a number of data points without relying on any a-priori fixation of parameters like smoothing parameters in kernel density estimation, for example.

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    File URL: http://fmwww.bc.edu/repec/bocode/s/scdensity.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/scdensity.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/scdcor.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/scdcor.hlp
    File Function: help file
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    Bibliographic Info

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457486.

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    Programming language: Stata
    Requires: Stata version 9.2 and moremata package from SSC
    Date of creation: 18 Jul 2012
    Date of revision: 20 Apr 2013
    Handle: RePEc:boc:bocode:s457486

    Note: This module should be installed from within Stata by typing "ssc install scdensity". Windows users should not attempt to download these files with a web browser.
    Contact details of provider:
    Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
    Phone: 617-552-3670
    Fax: +1-617-552-2308
    Email:
    Web page: http://fmwww.bc.edu/EC/
    More information through EDIRC

    Order Information:
    Web: http://repec.org/docs/ssc.php

    Related research

    Keywords: density estimation; non-parametric; kernel density;

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