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 .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("localgauss")

0.40 by Tore Selland Kleppe, 2 years ago


Browse source code at https://github.com/cran/localgauss


Authors: Tore Selland Kleppe <[email protected]>


Documentation:   PDF Manual  


GPL-2 license


Depends on MASS, foreach, matrixStats


Imported by lg.


See at CRAN