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.
| Version: | 0.4.0 |
| Depends: | R (≥ 3.4) |
| Imports: | mvtnorm, localgauss, logspline, ggplot2, ks, np, tseries |
| Suggests: | testthat |
| Published: | 2019-09-03 |
| Author: | Håkon Otneim [aut, cre] |
| Maintainer: | Håkon Otneim <hakon.otneim at nhh.no> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | lg results |
| Reference manual: | lg.pdf |
| Package source: | lg_0.4.0.tar.gz |
| Windows binaries: | r-devel: lg_0.4.0.zip, r-release: lg_0.4.0.zip, r-oldrel: lg_0.4.0.zip |
| OS X binaries: | r-release: lg_0.4.0.tgz, r-oldrel: lg_0.4.0.tgz |
| Old sources: | lg archive |
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