localgauss: 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 <doi:10.1016/j.jeconom.2012.08.001>.

Version: 0.41
Depends: MASS, foreach, matrixStats, ggplot2
Published: 2021-10-06
Author: Tore Selland Kleppe
Maintainer: Tore Selland Kleppe <tore.kleppe at uis.no>
License: GPL-2
NeedsCompilation: yes
Citation: localgauss citation info
CRAN checks: localgauss results

Documentation:

Reference manual: localgauss.pdf

Downloads:

Package source: localgauss_0.41.tar.gz
Windows binaries: r-devel: localgauss_0.41.zip, r-devel-UCRT: localgauss_0.41.zip, r-release: localgauss_0.41.zip, r-oldrel: localgauss_0.41.zip
macOS binaries: r-release (arm64): localgauss_0.41.tgz, r-release (x86_64): localgauss_0.41.tgz, r-oldrel: localgauss_0.41.tgz
Old sources: localgauss archive

Reverse dependencies:

Reverse imports: lg

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