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: 0.40
Depends: MASS, foreach, matrixStats
Published: 2016-11-14
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_0.40.tar.gz
Windows binaries: r-devel: localgauss_0.40.zip, r-release: localgauss_0.40.zip, r-oldrel: localgauss_0.40.zip
OS X Mavericks binaries: r-release: localgauss_0.40.tgz, r-oldrel: localgauss_0.40.tgz
Old sources: localgauss archive


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