Package: qdfauction
Type: Package
Title: Nonparametric Quantile Density Estimation and Structural
        Analysis of First-Price Auctions
Version: 0.1.0
Authors@R: c(
    person("Hassan", "Doosti", role = c("aut", "cre", "cph"),
           email = "Hassan.doosti@mq.edu.au",
           comment = c(ORCID = "0000-0002-0290-8122",
                       affiliation = "School of Mathematical and Physical Sciences, Macquarie University")),
    person("Yogendra P.", "Chaubey", role = c("ctb", "cph"),
           comment = "original R code of the quantile density estimators and cross-validation criteria, revised and vectorised in R/estimators.R and R/bandwidth.R"),
    person("Isha", "Dewan", role = c("ctb", "cph"),
           comment = "original R code of the quantile density estimators and cross-validation criteria, revised and vectorised in R/estimators.R and R/bandwidth.R"),
    person("Jun", "Li", role = c("ctb", "cph"),
           comment = "original R code of the quantile density estimators and cross-validation criteria, revised and vectorised in R/estimators.R and R/bandwidth.R"),
    person("Brent R.", "Hickman", role = c("ctb", "cph"),
           comment = "original MATLAB implementation of the boundary-corrected kernel density estimator, translated to R in kde_hh()"),
    person("Timothy P.", "Hubbard", role = c("ctb", "cph"),
           comment = "original MATLAB implementation of the boundary-corrected kernel density estimator, translated to R in kde_hh()"),
    person("Brani", "Vidakovic", role = c("ctb", "cph"),
           comment = "original MATLAB routines Phijk, dwtr, Idwtr and loc_lin, translated to R in scaling_function(), phi_jk(), dwt_periodic(), idwt_periodic() and loclin_smooth()"),
    person("Vadim", "Marmer", role = c("ctb", "cph"),
           comment = "original MATLAB implementation of the quantile-based estimator, translated to R in density_marmer_shneyerov(); reference implementation used to validate fpa_density_ci()"),
    person("Jun", "Ma", role = "ctb",
           comment = "reference implementation of inference for the GPV estimator, used to validate fpa_density_ci()"),
    person("Artyom", "Shneyerov", role = c("ctb", "cph"),
           comment = "original MATLAB implementation of the quantile-based estimator, translated to R in density_marmer_shneyerov()"),
    person("Federico", "Zincenko", role = c("ctb", "cph"),
           comment = "original implementation of the kernel estimator of private values with boundary extrapolation, adapted in fpa_values(method = 'zincenko')"))
Description: Nonparametric estimators of the quantile density function
    (the derivative of the quantile function): kernel, boundary-corrected
    kernel, Poisson-weight and Bernstein-polynomial smoothers, indirect
    estimators (Jones (1992)
    <https://www.ism.ac.jp/editsec/aism/pdf/044_4_0721.pdf>; Soni, Dewan and
    Jain (2012) <doi:10.1016/j.csda.2012.04.014>; Chaubey, Dewan and Li (2024)
    <doi:10.1080/03610926.2023.2222922>), and linear, hard-thresholded and
    block-thresholded wavelet estimators (Chesneau, Dewan and Doosti (2016)
    <doi:10.1016/j.csda.2015.08.006>; Shirazi and Doosti (2022)
    <doi:10.1080/03610918.2019.1656250>), with smoothing parameters chosen by
    biased, robust likelihood (Wu (2019) <doi:10.1080/07350015.2018.1424633>)
    or least-squares cross-validation. The estimators are applied to the
    structural analysis of first-price sealed-bid auctions: recovery of
    private values for independent or affiliated values and risk-neutral or
    risk-averse bidders (Doosti, Dewan and Talebian (2025)
    <doi:10.1016/j.econlet.2025.112670>; Doosti (2026)
    <doi:10.1016/j.econlet.2026.112837>), estimation of the private-value
    density with kernel benchmarks (Hickman and Hubbard (2015)
    <doi:10.1002/jae.2385>; Marmer and Shneyerov (2012)
    <doi:10.1016/j.jeconom.2011.09.020>; Zincenko (2024)
    <doi:10.1016/j.jeconom.2024.105734>) and confidence bands (Ma, Marmer and
    Shneyerov (2019) <doi:10.1016/j.jeconom.2019.02.006>), and estimation of
    the seller's expected revenue and optimal reserve price, with tools for
    simulating equilibrium bids and comparing estimators.
License: GPL (>= 3)
URL: https://github.com/DoostiH/qdfauction
BugReports: https://github.com/DoostiH/qdfauction/issues
Encoding: UTF-8
Depends: R (>= 4.1)
Imports: stats, splines, utils, graphics, grDevices
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
LazyData: true
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-10-08 19:50:35 UTC; MQ20173444
Author: Hassan Doosti [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-0290-8122>, affiliation: School of
    Mathematical and Physical Sciences, Macquarie University),
  Yogendra P. Chaubey [ctb, cph] (original R code of the quantile density
    estimators and cross-validation criteria, revised and vectorised in
    R/estimators.R and R/bandwidth.R),
  Isha Dewan [ctb, cph] (original R code of the quantile density
    estimators and cross-validation criteria, revised and vectorised in
    R/estimators.R and R/bandwidth.R),
  Jun Li [ctb, cph] (original R code of the quantile density estimators
    and cross-validation criteria, revised and vectorised in
    R/estimators.R and R/bandwidth.R),
  Brent R. Hickman [ctb, cph] (original MATLAB implementation of the
    boundary-corrected kernel density estimator, translated to R in
    kde_hh()),
  Timothy P. Hubbard [ctb, cph] (original MATLAB implementation of the
    boundary-corrected kernel density estimator, translated to R in
    kde_hh()),
  Brani Vidakovic [ctb, cph] (original MATLAB routines Phijk, dwtr, Idwtr
    and loc_lin, translated to R in scaling_function(), phi_jk(),
    dwt_periodic(), idwt_periodic() and loclin_smooth()),
  Vadim Marmer [ctb, cph] (original MATLAB implementation of the
    quantile-based estimator, translated to R in
    density_marmer_shneyerov(); reference implementation used to
    validate fpa_density_ci()),
  Jun Ma [ctb] (reference implementation of inference for the GPV
    estimator, used to validate fpa_density_ci()),
  Artyom Shneyerov [ctb, cph] (original MATLAB implementation of the
    quantile-based estimator, translated to R in
    density_marmer_shneyerov()),
  Federico Zincenko [ctb, cph] (original implementation of the kernel
    estimator of private values with boundary extrapolation, adapted in
    fpa_values(method = 'zincenko'))
Maintainer: Hassan Doosti <Hassan.doosti@mq.edu.au>
Repository: CRAN
Date/Publication: 2026-10-20 18:20:02 UTC
