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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