This is the R package `npiv' (Nonparametric Instrumental Variables Estimation and Inference) written and maintained by Jeffrey S. Racine (racinej@mcmaster.ca) and co-authored by Timothy M. Christensen (timothy.christensen@nyu.edu)
You can install by either downloading the zip
ball
or tar
ball,
decompress and run R CMD INSTALL on it.
Alternatively, you can install the development version but before doing so Windows users have to first install Rtools, while OS X users have to first install Xcode and the command line tools (in OS X 10.9 or higher, once you have Xcode installed, open a terminal and run xcode-select --install). Note also that versions of e.g. Rtools are paired with versions of R so ensure you have the latest version of R installed prior to commencing this process.
After installing Rtools/Xcode and devtools (via install.packages("devtools")), install the development package using the following command:
library(devtools); install_github('JeffreyRacine/npiv')