{ "_id": "6ada91bcc9cc1e56bbac4f90", "Package": "qdfauction", "Type": "Package", "Title": "Nonparametric Quantile Density Estimation and Structural\nAnalysis of First-Price Auctions", "Version": "0.2.0", "Authors@R": "c(\nperson(\"Hassan\", \"Doosti\", role = c(\"aut\", \"cre\", \"cph\"),\nemail = \"Hassan.doosti@mq.edu.au\",\ncomment = c(ORCID = \"0000-0002-0290-8122\",\naffiliation = \"School of Mathematical and Physical Sciences, Macquarie University\")),\nperson(\"Yogendra P.\", \"Chaubey\", role = c(\"ctb\", \"cph\"),\ncomment = \"original R code of the quantile density estimators and cross-validation criteria, revised and vectorised in R/estimators.R and R/bandwidth.R\"),\nperson(\"Isha\", \"Dewan\", role = c(\"ctb\", \"cph\"),\ncomment = \"original R code of the quantile density estimators and cross-validation criteria, revised and vectorised in R/estimators.R and R/bandwidth.R\"),\nperson(\"Jun\", \"Li\", role = c(\"ctb\", \"cph\"),\ncomment = \"original R code of the quantile density estimators and cross-validation criteria, revised and vectorised in R/estimators.R and R/bandwidth.R\"),\nperson(\"Brent R.\", \"Hickman\", role = c(\"ctb\", \"cph\"),\ncomment = \"original MATLAB implementation of the boundary-corrected kernel density estimator, translated to R in kde_hh()\"),\nperson(\"Timothy P.\", \"Hubbard\", role = c(\"ctb\", \"cph\"),\ncomment = \"original MATLAB implementation of the boundary-corrected kernel density estimator, translated to R in kde_hh()\"),\nperson(\"Brani\", \"Vidakovic\", role = c(\"ctb\", \"cph\"),\ncomment = \"original MATLAB routines Phijk, dwtr, Idwtr and loc_lin, translated to R in scaling_function(), phi_jk(), dwt_periodic(), idwt_periodic() and loclin_smooth()\"),\nperson(\"Vadim\", \"Marmer\", role = c(\"ctb\", \"cph\"),\ncomment = \"original MATLAB implementation of the quantile-based estimator, translated to R in density_marmer_shneyerov(); reference implementation used to validate fpa_density_ci()\"),\nperson(\"Jun\", \"Ma\", role = \"ctb\",\ncomment = \"reference implementation of inference for the GPV estimator, used to validate fpa_density_ci()\"),\nperson(\"Artyom\", \"Shneyerov\", role = c(\"ctb\", \"cph\"),\ncomment = \"original MATLAB implementation of the quantile-based estimator, translated to R in density_marmer_shneyerov()\"),\nperson(\"Federico\", \"Zincenko\", role = c(\"ctb\", \"cph\"),\ncomment = \"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\n(the derivative of the quantile function): kernel,\nboundary-corrected kernel, Poisson-weight and\nBernstein-polynomial smoothers, indirect estimators (Jones\n(1992) ;\nSoni, Dewan and Jain (2012) ;\nChaubey, Dewan and Li (2024)\n), and linear,\nhard-thresholded and block-thresholded wavelet estimators\n(Chesneau, Dewan and Doosti (2016)\n; Shirazi and Doosti (2022)\n), with smoothing parameters\nchosen by biased, robust likelihood (Wu (2019)\n) or least-squares\ncross-validation. The estimators are applied to the structural\nanalysis of first-price sealed-bid auctions: recovery of\nprivate values for independent or affiliated values and\nrisk-neutral or risk-averse bidders (Doosti, Dewan and Talebian\n(2025) ; Doosti (2026)\n), estimation of the\nprivate-value density with kernel benchmarks (Hickman and\nHubbard (2015) ; Marmer and Shneyerov\n(2012) ; Zincenko (2024)\n) and confidence bands (Ma,\nMarmer and Shneyerov (2019)\n), and estimation of the\nseller's expected revenue and optimal reserve price, with tools\nfor 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", "VignetteBuilder": "knitr", "Config/testthat/edition": "3", "LazyData": "true", "Config/roxygen2/version": "8.1.1", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-22 22:41:17 UTC", "User": "root" }, "Author": "Hassan Doosti [aut, cre, cph] (ORCID:\n, affiliation: School of\nMathematical and Physical Sciences, Macquarie University),\nYogendra P. Chaubey [ctb, cph] (original R code of the quantile\ndensity estimators and cross-validation criteria, revised and\nvectorised in R/estimators.R and R/bandwidth.R), Isha Dewan\n[ctb, cph] (original R code of the quantile density estimators\nand cross-validation criteria, revised and vectorised in\nR/estimators.R and R/bandwidth.R), Jun Li [ctb, cph] (original\nR code of the quantile density estimators and cross-validation\ncriteria, revised and vectorised in R/estimators.R and\nR/bandwidth.R), Brent R. Hickman [ctb, cph] (original MATLAB\nimplementation of the boundary-corrected kernel density\nestimator, translated to R in kde_hh()), Timothy P. Hubbard\n[ctb, cph] (original MATLAB implementation of the\nboundary-corrected kernel density estimator, translated to R in\nkde_hh()), Brani Vidakovic [ctb, cph] (original MATLAB routines\nPhijk, dwtr, Idwtr and loc_lin, translated to R in\nscaling_function(), phi_jk(), dwt_periodic(), idwt_periodic()\nand loclin_smooth()), Vadim Marmer [ctb, cph] (original MATLAB\nimplementation of the quantile-based estimator, translated to R\nin density_marmer_shneyerov(); reference implementation used to\nvalidate fpa_density_ci()), Jun Ma [ctb] (reference\nimplementation of inference for the GPV estimator, used to\nvalidate fpa_density_ci()), Artyom Shneyerov [ctb, cph]\n(original MATLAB implementation of the quantile-based\nestimator, translated to R in density_marmer_shneyerov()),\nFederico Zincenko [ctb, cph] (original implementation of the\nkernel estimator of private values with boundary extrapolation,\nadapted in fpa_values(method = 'zincenko'))", "Maintainer": "Hassan Doosti ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-10-22 12:40:02 UTC", "RemoteUrl": "https://github.com/cran/qdfauction", "RemoteRef": "HEAD", "RemoteSha": "cb3900c48d3aa0480f70f969aa659ecaa2e8a3bd", "_user": "cran", "_type": "src", "_file": "qdfauction_0.2.0.tar.gz", "_fileid": "https://r2.ropensci.org/9d78d1f5b5d62bf5d7fe35ba92609d29b9bd87438357cc3774fc744d8cdf51d9", "_filesize": 1014325, "_sha256": "9d78d1f5b5d62bf5d7fe35ba92609d29b9bd87438357cc3774fc744d8cdf51d9", "_expires": "2027-01-30T22:44:09.000Z", "_created": "2026-10-22T22:41:17.000Z", "_published": "2026-10-22T22:44:11.714Z", "_upstream": "https://github.com/cran/qdfauction", "_status": "success", "_maintainer": { "name": "Hassan Doosti", "email": "hassan.doosti@mq.edu.au", "orcid": "0000-0002-0290-8122" }, "_jobs": [ { "job": 120130868425, "time": 130, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12463698599" }, { "job": 120130868565, "time": 125, "config": 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"topics": [ "copula_fit" ] }, { "page": "copula_psi", "title": "Copula multiplier and diagonal functions of exchangeable Archimedean copulas", "topics": [ "copula_delta", "copula_delta_prime", "copula_psi" ] }, { "page": "copula_psi_np", "title": "Nonparametric estimator of the copula multiplier", "topics": [ "copula_psi_np" ] }, { "page": "copula_spec_test", "title": "Specification test for a parametric copula of the private values", "topics": [ "copula_spec_test" ] }, { "page": "copula_tau_to_theta", "title": "Convert between Kendall's tau and the copula parameter", "topics": [ "copula_tau_to_theta", "copula_theta_to_tau" ] }, { "page": "density_marmer_shneyerov", "title": "Quantile-based density estimator of Marmer and Shneyerov (2012)", "topics": [ "density_marmer_shneyerov" ] }, { "page": "dwt_periodic", "title": "Periodic discrete wavelet transform", "topics": [ "dwt_periodic", "idwt_periodic" ] }, { "page": "fpa_bid_function", "title": "Equilibrium bid function of a symmetric first-price auction", "topics": [ "fpa_bid_function" ] }, { "page": "fpa_corner_test", "title": "Test for a corner solution of the optimal reserve under affiliation", "topics": [ "fpa_corner_test", "print.fpa_corner_test" ] }, { "page": "fpa_density", "title": "Nonparametric estimation of the private-value density in first-price auctions", "topics": [ "fpa_density" ] }, { "page": "fpa_density_boot", "title": "Bootstrap confidence intervals and bands for any private-value density estimator", "topics": [ "fpa_density_boot", "plot.fpa_density_boot" ] }, { "page": "fpa_density_ci", "title": "Confidence intervals and uniform confidence bands for the private-value density", "topics": [ "fpa_density_ci" ] }, { "page": "fpa_density_cv", "title": "Compare density estimators by held-out log-likelihood", "topics": [ "fpa_density_cv" ] }, { "page": "fpa_evaluate_values", "title": "Evaluate recovered values or an estimated density against the truth", "topics": [ "fpa_evaluate_density", "fpa_evaluate_values" ] }, { "page": "fpa_montecarlo", "title": "Monte Carlo comparison of estimators", "topics": [ "fpa_montecarlo" ] }, { "page": "fpa_optimal_reserve", "title": "Optimal reserve price from recovered private values", "topics": [ "fpa_optimal_reserve" ] }, { "page": "fpa_revenue", "title": "Plug-in estimator of the seller's expected revenue", "topics": [ "fpa_revenue" ] }, { "page": "fpa_revenue_boot", "title": "Bootstrap inference for the expected-revenue estimator", "topics": [ "fpa_revenue_boot" ] }, { "page": "fpa_revenue_model", "title": "Expected revenue and optimal reserve price of a known model", "topics": [ "fpa_optimal_reserve_model", "fpa_revenue_model" ] }, { "page": "fpa_revenue_qd", "title": "Expected revenue and optimal reserve by the quantile-density functional", "topics": [ "fpa_optimal_reserve_qd", "fpa_revenue_qd" ] }, { "page": "fpa_simulate", "title": "Simulate first-price sealed-bid auctions", "topics": [ "fpa_simulate" ] }, { "page": "fpa_values", "title": "Recover private values from first-price auction bids", "topics": [ "fpa_values" ] }, { "page": "fpa_virtual_value_model", "title": "Affiliated virtual value", "topics": [ "fpa_virtual_value", "fpa_virtual_value_model" ] }, { "page": "kde_hh", "title": "Boundary-corrected kernel density estimator of Hickman and Hubbard (2015)", "topics": [ "kde_hh" ] }, { "page": "loclin_smooth", "title": "Local-linear smoother with Gaussian kernel", "topics": [ "loclin_smooth" ] }, { "page": "make_kernel", "title": "Construct and check a kernel for the kernel-type estimators", "topics": [ "check_kernel", "make_kernel" ] }, { "page": "phi_jk", "title": "Evaluate scaling functions phi_{j,k}(z) = 2^{j/2}phi(2^j z - k)", "topics": [ "phi_jk" ] }, { "page": "plot.fpa_density", "title": "Plot an estimated private-value density", "topics": [ "plot.fpa_density" ] }, { "page": "plot.fpa_density_ci", "title": "Plot a GPV density estimate with confidence bands", "topics": [ "plot.fpa_density_ci" ] }, { "page": "plot.fpa_revenue_boot", "title": "Plot a revenue curve with bootstrap bands", "topics": [ "plot.fpa_revenue_boot" ] }, { "page": "plot.fpa_values", "title": "Plot recovered private values against bids", "topics": [ "plot.fpa_values" ] }, { "page": "plot.qdf", "title": "Plot a quantile density estimate", "topics": [ "plot.qdf" ] }, { "page": "predict.qdf", "title": "Predict from a fitted quantile density estimate", "topics": [ "predict.qdf" ] }, { "page": "psi_jk", "title": "Mother wavelet and periodised wavelet basis on the unit interval", "topics": [ "phi_per", "psi_jk", "psi_per" ] }, { "page": "qdf", "title": "Nonparametric estimation of a quantile density function", "topics": [ "qdf" ] }, { "page": "qdf_jones", "title": "Indirect estimators of the quantile density", "topics": [ "qdf_indirect_poisson", "qdf_jones", "qdf_soni" ] }, { "page": "qdf_kernel", "title": "Direct kernel estimators of the quantile density", "topics": [ "qdf_kernel", 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