debiasedInference

R implementation of the procedures in Cheng and Chen, “Nonparametric Inference via Bootstrapping the Debiased Estimator”.

If you use these methods or this software, please cite the paper (Electronic Journal of Statistics 13(1), 2019; doi:10.1214/19-EJS1575).

library(debiasedInference)

set.seed(2026)
x <- rnorm(300)
fit <- debiased_kde(x)
band <- kde_confidence_band(x, n_boot = 499, random_state = 2026)

The result objects are ordinary lists with classes di_estimate, di_band, and di_set, so their numerical components are directly accessible.