Computational routines for estimating and visualizing 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.
| Version: | 0.34 |
| Depends: | ggplot2, MASS, foreach, matrixStats |
| Published: | 2014-12-09 |
| 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 |
| Reference manual: | localgauss.pdf |
| Package source: | localgauss_0.34.tar.gz |
| Windows binaries: | r-devel: localgauss_0.34.zip, r-release: localgauss_0.34.zip, r-oldrel: localgauss_0.34.zip |
| OS X Snow Leopard binaries: | r-release: localgauss_0.34.tgz, r-oldrel: localgauss_0.34.tgz |
| OS X Mavericks binaries: | r-release: localgauss_0.34.tgz |
| Old sources: | localgauss archive |