Nonparametric Quantile Density Estimation and Structural
Analysis of First-Price Auctions
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Documentation for package ‘qdfauction’ version 0.2.0
Help Pages
| bcv_criterion | Cross-validation criteria for quantile density estimators |
| check_kernel | Construct and check a kernel for the kernel-type estimators |
| copula_delta | Copula multiplier and diagonal functions of exchangeable Archimedean copulas |
| copula_delta_prime | Copula multiplier and diagonal functions of exchangeable Archimedean copulas |
| copula_fit | Pseudo-maximum-likelihood estimation of an Archimedean copula from bids |
| copula_psi | Copula multiplier and diagonal functions of exchangeable Archimedean copulas |
| copula_psi_np | Nonparametric estimator of the copula multiplier |
| copula_spec_test | Specification test for a parametric copula of the private values |
| copula_tau_to_theta | Convert between Kendall's tau and the copula parameter |
| copula_theta_to_tau | Convert between Kendall's tau and the copula parameter |
| density_marmer_shneyerov | Quantile-based density estimator of Marmer and Shneyerov (2012) |
| dwt_periodic | Periodic discrete wavelet transform |
| fpa_bid_function | Equilibrium bid function of a symmetric first-price auction |
| fpa_corner_test | Test for a corner solution of the optimal reserve under affiliation |
| fpa_density | Nonparametric estimation of the private-value density in first-price auctions |
| fpa_density_boot | Bootstrap confidence intervals and bands for any private-value density estimator |
| fpa_density_ci | Confidence intervals and uniform confidence bands for the private-value density |
| fpa_density_cv | Compare density estimators by held-out log-likelihood |
| fpa_evaluate_density | Evaluate recovered values or an estimated density against the truth |
| fpa_evaluate_values | Evaluate recovered values or an estimated density against the truth |
| fpa_montecarlo | Monte Carlo comparison of estimators |
| fpa_optimal_reserve | Optimal reserve price from recovered private values |
| fpa_optimal_reserve_model | Expected revenue and optimal reserve price of a known model |
| fpa_optimal_reserve_qd | Expected revenue and optimal reserve by the quantile-density functional |
| fpa_revenue | Plug-in estimator of the seller's expected revenue |
| fpa_revenue_boot | Bootstrap inference for the expected-revenue estimator |
| fpa_revenue_model | Expected revenue and optimal reserve price of a known model |
| fpa_revenue_qd | Expected revenue and optimal reserve by the quantile-density functional |
| fpa_simulate | Simulate first-price sealed-bid auctions |
| fpa_values | Recover private values from first-price auction bids |
| fpa_virtual_value | Affiliated virtual value |
| fpa_virtual_value_model | Affiliated virtual value |
| idwt_periodic | Periodic discrete wavelet transform |
| kde_hh | Boundary-corrected kernel density estimator of Hickman and Hubbard (2015) |
| loclin_smooth | Local-linear smoother with Gaussian kernel |
| make_kernel | Construct and check a kernel for the kernel-type estimators |
| phi_jk | Evaluate scaling functions phi_{j,k}(z) = 2^{j/2}phi(2^j z - k) |
| phi_per | Mother wavelet and periodised wavelet basis on the unit interval |
| plot.fpa_density | Plot an estimated private-value density |
| plot.fpa_density_boot | Bootstrap confidence intervals and bands for any private-value density estimator |
| plot.fpa_density_ci | Plot a GPV density estimate with confidence bands |
| plot.fpa_revenue_boot | Plot a revenue curve with bootstrap bands |
| plot.fpa_values | Plot recovered private values against bids |
| plot.qdf | Plot a quantile density estimate |
| predict.qdf | Predict from a fitted quantile density estimate |
| print.fpa_corner_test | Test for a corner solution of the optimal reserve under affiliation |
| psi_jk | Mother wavelet and periodised wavelet basis on the unit interval |
| psi_per | Mother wavelet and periodised wavelet basis on the unit interval |
| qdf | Nonparametric estimation of a quantile density function |
| qdf_bernstein | Series estimators of the quantile density |
| qdf_bernstein_loo | Series estimators of the quantile density |
| qdf_indirect_poisson | Indirect estimators of the quantile density |
| qdf_jones | Indirect estimators of the quantile density |
| qdf_kernel | Direct kernel estimators of the quantile density |
| qdf_kernel_corrected | Direct kernel estimators of the quantile density |
| qdf_poisson | Series estimators of the quantile density |
| qdf_soni | Indirect estimators of the quantile density |
| qdf_wavelet | Wavelet estimators of the quantile density |
| qdf_wavelet_nl | Nonlinear wavelet estimators of the quantile density with theoretical thresholds |
| rcopula_archimedean | Simulate exchangeable Archimedean copula scores |
| rlcv_criterion | Cross-validation criteria for quantile density estimators |
| select_bandwidth | Select the smoothing parameter of a quantile density estimator |
| select_fpa_density | Cross-validated choice of the wavelet resolution level and bandwidth |
| select_wavelet | Cross-validated choice of (j0, h) for the wavelet estimator |
| threshold_coefficients | Threshold wavelet coefficients |
| timber | USFS timber sealed-bid auctions (homogenised bids) |
| wavelet_filter | Orthonormal wavelet filters |
| wbcv_criterion | Cross-validation criteria for quantile density estimators |