Package: qdfauction Type: Package Title: Nonparametric Quantile Density Estimation and Structural Analysis of First-Price Auctions Version: 0.2.0 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) ; Soni, Dewan and Jain (2012) ; Chaubey, Dewan and Li (2024) ), and linear, hard-thresholded and block-thresholded wavelet estimators (Chesneau, Dewan and Doosti (2016) ; Shirazi and Doosti (2022) ), with smoothing parameters chosen by biased, robust likelihood (Wu (2019) ) 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) ; Doosti (2026) ), estimation of the private-value density with kernel benchmarks (Hickman and Hubbard (2015) ; Marmer and Shneyerov (2012) ; Zincenko (2024) ) and confidence bands (Ma, Marmer and Shneyerov (2019) ), 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 (>= 3.1.7), knitr, rmarkdown VignetteBuilder: knitr Config/testthat/edition: 3 LazyData: true Config/roxygen2/version: 8.1.1 NeedsCompilation: no Packaged: 2026-10-22 22:41:17 UTC; root Author: Hassan Doosti [aut, cre, cph] (ORCID: , 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 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