smoothemplik: Smoothed Empirical Likelihood

Empirical likelihood methods for asymptotically efficient estimation of models based on conditional or unconditional moment restrictions; see Kitamura, Tripathi & Ahn (2004) <doi:10.1111/j.1468-0262.2004.00550.x> and Owen (2013) <doi:10.1002/cjs.11183>. Kernel-based non-parametric methods for density/regression estimation and numerical routines for empirical likelihood maximisation are implemented in 'Rcpp' for speed.

Version: 0.0.14
Depends: R (≥ 3.0.0)
Imports: parallel, Rcpp, RcppParallel, Rdpack, Matrix, data.table
LinkingTo: Rcpp, RcppArmadillo, RcppParallel, testthat
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0), xml2
Published: 2025-07-22
DOI: 10.32614/CRAN.package.smoothemplik
Author: Andreï Victorovitch Kostyrka [aut, cre]
Maintainer: Andreï Victorovitch Kostyrka <andrei.kostyrka at gmail.com>
BugReports: https://github.com/Fifis/smoothemplik/issues
License: EUPL version 1.1 | EUPL version 1.2 [expanded from: EUPL]
URL: https://github.com/Fifis/smoothemplik
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: smoothemplik citation info
Materials: README, NEWS
CRAN checks: smoothemplik results

Documentation:

Reference manual: smoothemplik.html , smoothemplik.pdf
Vignettes: Choosing weights for empirical likelihood smoothing (source, R code)
Using Rcpp to speed up non-parametric estimation in R (source, R code)

Downloads:

Package source: smoothemplik_0.0.14.tar.gz
Windows binaries: r-devel: not available, r-release: smoothemplik_0.0.14.zip, r-oldrel: smoothemplik_0.0.14.zip
macOS binaries: r-release (arm64): smoothemplik_0.0.14.tgz, r-oldrel (arm64): smoothemplik_0.0.14.tgz, r-release (x86_64): smoothemplik_0.0.14.tgz, r-oldrel (x86_64): smoothemplik_0.0.14.tgz

Linking:

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