Estimating Local Gaussian Parameters

Computational routines for estimating local Gaussian parameters. Local Gaussian parameters are useful for characterizing and testing for non-linear dependence within bivariate data. See e.g. Tjostheim and Hufthammer, Local Gaussian correlation: A new measure of dependence, Journal of Econometrics, 2013, Volume 172 (1), pages 33-48 .


Reference manual

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0.41 by Tore Selland Kleppe, 4 months ago

Browse source code at

Authors: Tore Selland Kleppe <[email protected]>

Documentation:   PDF Manual  

GPL-2 license

Depends on MASS, foreach, matrixStats, ggplot2

Imported by lg.

See at CRAN