gradient

sigma

sigma_k

<p>Auxiliary function for calculating the asymptotic standard deviations for the
local Gaussian correlations</p>

An implementation of locally Gaussian distributions. It provides methods for
implementing locally Gaussian multivariate density estimation, conditional density
estimation, various independence tests for iid and time series data, a test for conditional
independence and a test for financial contagion.

gradient: Auxiliary function for calculating the asymptotic standard deviations for the local Gaussian correlations

Description

Usage

Arguments