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localgauss (version 0.41)

Estimating Local Gaussian Parameters

Description

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 .

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Install

install.packages('localgauss')

Monthly Downloads

211

Version

0.41

License

GPL-2

Maintainer

Tore Kleppe

Last Published

October 6th, 2021

Functions in localgauss (0.41)

localgauss.indtest

Pointwise Independence test based on local Gaussian correlation
plot.localgauss

Local Gaussian correlation plot
localgauss

local Gaussian parameters