ind_teststat

x_replicated

lg_object

Integration area, see <code>?ind_test</code>.

h-function for test statistic, see <code>?ind_test</code>.

This is an auxiliary function used by the independence tests.

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.

ind_teststat: Function that calculates the test statistic in the independence tests.

Description

Usage

Arguments